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Year of publication
Subject
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Theorie 236 Theory 236 Estimation theory 96 Schätztheorie 96 Time series analysis 46 Zeitreihenanalyse 46 Kreditrisiko 41 Credit risk 40 Yield curve 35 Zinsstruktur 35 Portfolio selection 33 Portfolio-Management 33 CAPM 29 Derivat 28 Derivative 28 Risiko 27 Risk 26 Econometrics 24 Ökonometrie 24 Estimation 23 Schätzung 23 Stochastic process 22 Stochastischer Prozess 22 Volatility 22 Volatilität 22 Frankreich 21 France 20 Risikomanagement 19 Risk management 18 Risikomaß 17 Schock 17 Shock 17 Risk measure 16 Statistical theory 16 Statistische Methodenlehre 16 Autocorrelation 14 Autokorrelation 14 Markov chain 14 Markov-Kette 14 Option pricing theory 14
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Online availability
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Free 68 Undetermined 31
Type of publication
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Book / Working Paper 222 Article 154
Type of publication (narrower categories)
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Arbeitspapier 158 Working Paper 158 Graue Literatur 149 Non-commercial literature 149 Article in journal 134 Aufsatz in Zeitschrift 134 Amtsdruckschrift 46 Government document 46 Aufsatz im Buch 19 Book section 19 Collection of articles of several authors 4 Lehrbuch 4 Sammelwerk 4 Textbook 4 Bibliografie enthalten 3 Bibliography included 3 Rezension 3 Interview 2 Festschrift 1 Mehrbändiges Werk 1 Multi-volume publication 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 314 French 50 Undetermined 12
Author
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Gouriéroux, Christian 376 Monfort, Alain 104 Jasiak, Joann 65 Gagliardini, Patrick 35 Darolles, Serge 24 Renault, Eric 21 Renne, Jean-Paul 19 Lu, Yang 13 Ghysels, Eric 12 Sufana, Razvan 12 Peaucelle, Irina 11 Scaillet, Olivier 11 Clément, Emmanuelle 9 LeFol, Gaëlle 9 Broze, Laurence 8 Dubecq, Simon 7 Laurent, Jean-Paul 7 Pradel, Jacqueline 7 Dionne, Georges 6 Fourgeaud, Claude 6 Vanasse, Charles 6 Florens, Jean-Pierre 5 Szafarz, Ariane 5 Trognon, Alain 5 Allard, Marie 4 Bronsard, Camille 4 Jouneau, Frédéric 4 Liu, Wei 4 Mouabbi, Sarah 4 Pegoraro, Fulvio 4 Tenreiro, Carlos 4 Bandehali, Maygol 3 Breitung, Jörg 3 Djogbenou, Antoine 3 Pham, Huyên 3 Phillips, Peter C. B. 3 Polimenis, Vassilis 3 Tiomo, André 3 Xu, Peng 3 Yu, Jun 3
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Ecole nationale de la statistique et de l'administration économique <Frankreich> 1 Institut national de la statistique et des études économiques <Frankreich> 1 Université catholique de Louvain / Center for Operations Research and Econometrics 1 Université de Montréal / Département de sciences économiques 1
Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique 99 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 33 Journal of econometrics 27 Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP 22 Annales d'économie et de statistique 17 Série des documents de travail 16 Econometric theory 9 Journal of financial econometrics : official journal of the Society for Financial Econometrics 9 Annals of economics and statistics 7 Banque de France Working Paper 6 Journal of empirical finance 6 Themes in modern econometrics 6 Documents de travail / Banque de France 5 Journal of banking & finance 5 L' Actualité économique : revue trimest. 5 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 4 Mélanges économiques : essais en l'honneur de Edmond Malinvaud 4 Research paper series / Swiss Finance Institute 4 Swiss Finance Institute Research Paper 4 Econometric reviews 3 Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr. 3 Journal de la Société de Statistique de Paris 3 Journal of economic dynamics & control 3 Journal of financial econometrics 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 CORE discussion paper : DP 2 Discussion paper 2 Discussion papers of interdisciplinary research project 373 2 Econometrics of risk 2 Economics letters 2 Finance : revue de l'Association Française de Finance 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of economic literature 2 Panel data econometrics : future directions : papers in honour of professor Pietro Balestra 2 Princeton series in finance 2 Statistics and econometric models 2 The Geneva papers on risk and insurance theory 2 The journal of credit risk : published quarterly by Incisive Media 2 Working papers / TSE : WP 2 Annales de l'INSEE 1
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Source
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ECONIS (ZBW) 373 USB Cologne (EcoSocSci) 3
Showing 1 - 10 of 376
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Affine feedforward stochastic (AFS) neural network
Gouriéroux, Christian; Monfort, Alain - 2025
Persistent link: https://www.econbiz.de/10015466943
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Long-run risk in stationary vector autoregressive models
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 248 (2025), pp. 1-21
Persistent link: https://www.econbiz.de/10015556572
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Transition model for coronavirus management
Djogbenou, Antoine; Gouriéroux, Christian; Jasiak, Joann; … - In: The Canadian journal of economics : the journal of the … 55 (2022), pp. 665-704
Persistent link: https://www.econbiz.de/10013193640
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Long run predictions
Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
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Composite likelihood for stochastic migration model with unobserved factor
Djogbenou, Antoine; Gouriéroux, Christian; Jasiak, Joann; … - In: Journal of financial econometrics 22 (2024) 5, pp. 1421-1455
Persistent link: https://www.econbiz.de/10015338806
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Transition model for coronavirus management
Djogbenou, Antoine; Gouriéroux, Christian; Jasiak, Joann; … - In: Covid economics : vetted and real-time papers (2020) 35, pp. 176-219
Persistent link: https://www.econbiz.de/10012311255
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Disastrous defaults
Gouriéroux, Christian; Monfort, Alain; Mouabbi, Sarah; … - 2021
Persistent link: https://www.econbiz.de/10012614604
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
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Required Capital for Long-run Risks
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2021
One of the objectives of the recent prudential regulation is to separate the computation of required capital for short- and long-run risks. This paper provides a coherent framework to define, compute, and update these components. We provide different examples, among which is the transition to...
Persistent link: https://www.econbiz.de/10013215421
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Generalized covariance estimator
Gouriéroux, Christian; Jasiak, Joann - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
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