//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Jasiak, Joann"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Estimation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
11
Schätztheorie
11
Theorie
10
Theory
10
Time series analysis
5
Zeitreihenanalyse
5
Volatility
3
Volatilität
3
Börsenkurs
2
Core
2
Estimation
2
France
2
Frankreich
2
Schätzung
2
Share price
2
Autocorrelation
1
Autokorrelation
1
Cointegration
1
Correlation
1
Einheitswurzeltest
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Handelsvolumen der Börse
1
Index derivative
1
Indexderivat
1
Kointegration
1
Korrelation
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Schock
1
more ...
less ...
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Amtsdruckschrift
9
Government document
9
Language
All
English
15
Author
All
Jasiak, Joann
Gouriéroux, Christian
38
Zakoïan, Jean-Michel
22
Francq, Christian
20
Robert, Christian P.
20
Guégan, Dominique
15
Monfort, Alain
13
Comte, Fabienne
11
Bertail, Patrice
9
Fermanian, Jean-David
9
Guerre, Emmanuel
9
Patilea, Valentin
8
Renault, Eric
8
Cybakov, Aleksandr B.
7
Darolles, Serge
7
Doukhan, Paul
7
Robin, Jean-Marc
7
Crépon, Bruno
6
D'Haultfœuille, Xavier
6
Gautier, Eric
6
Ghysels, Eric
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Delecroix, Michel
5
Florens, Jean-Pierre
5
Gagliardini, Patrick
5
Lieberman, Offer
5
Philippe, Anne
5
Salanié, Bernard
5
Visser, Michael S.
5
Bellec, Pierre
4
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Fougère, Denis
4
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Série des documents de travail
3
Annales d'économie et de statistique
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
Princeton series in finance
2
Annals of economics and statistics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-parametric
estimation
of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
2
Filtering and prediction in noncausal processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010390217
Saved in:
3
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010443065
Saved in:
4
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
5
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
6
Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
-
2013
Persistent link: https://www.econbiz.de/10009753202
Saved in:
7
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
10
Local likelihood density
estimation
and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->