//--> //--> //--> //-->
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
~person:"Gouriéroux, Christian"
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:"model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
88
Theory
88
Yield curve
30
Zinsstruktur
30
CAPM
27
Estimation theory
26
Schätztheorie
26
Derivat
24
Derivative
24
Credit risk
21
Kreditrisiko
21
Time series analysis
19
Zeitreihenanalyse
19
Risikoprämie
15
Risk premium
15
Estimation
14
Schätzung
14
Markov chain
12
Markov-Kette
12
Portfolio selection
12
Portfolio-Management
12
Autocorrelation
11
Autokorrelation
11
Method of moments
11
Momentenmethode
11
Stochastic process
11
Stochastischer Prozess
11
Identification
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Risiko
10
Risk
10
Shock
10
VAR model
10
VAR-Modell
10
Contagion
9
Schock
9
Volatility
9
Volatilität
9
Option pricing theory
8
more ...
less ...
Online availability
All
Free
34
Undetermined
20
Type of publication
All
Book / Working Paper
87
Article
66
Type of publication (narrower categories)
All
Arbeitspapier
71
Working Paper
71
Graue Literatur
68
Non-commercial literature
68
Article in journal
61
Aufsatz in Zeitschrift
61
Amtsdruckschrift
14
Government document
14
Aufsatz im Buch
4
Book section
4
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
2
Textbook
2
Book review
1
Rezension
1
more ...
less ...
Language
All
English
135
Undetermined
10
French
8
Author
All
Gouriéroux, Christian
Gupta, Rangan
587
McAleer, Michael
575
Caporale, Guglielmo Maria
444
Pesaran, M. Hashem
428
Nijkamp, Peter
360
Franses, Philip Hans
339
Koopman, Siem Jan
322
Kapetanios, George
306
Marcellino, Massimiliano
304
Diebold, Francis X.
303
Phillips, Peter C. B.
302
Schorfheide, Frank
283
Koop, Gary
272
Gao, Jiti
265
Lütkepohl, Helmut
261
Härdle, Wolfgang
253
Ravazzolo, Francesco
251
Linton, Oliver
247
Gil-Alaña, Luis A.
243
Timmermann, Allan
241
Chiarella, Carl
239
Pierdzioch, Christian
236
Minford, Patrick
232
Tsionas, Efthymios G.
223
Kilian, Lutz
214
Galí, Jordi
210
Acemoglu, Daron
207
Belke, Ansgar
205
Semmler, Willi
199
Narayan, Paresh Kumar
198
Chen, Xiaohong
197
Hendry, David F.
196
Teräsvirta, Timo
194
Dijk, Herman K. van
190
Herwartz, Helmut
186
Clark, Todd E.
179
Fabozzi, Frank J.
179
Giannone, Domenico
179
Hall, Stephen G.
177
Funke, Michael
176
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
6
Université Paris-Dauphine (Paris IX)
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Série des documents de travail
14
Journal of econometrics
11
Annals of economics and statistics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Journal of empirical finance
3
Annales d'économie et de statistique
2
Documents de travail / Banque de France
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Princeton series in finance
2
The Geneva papers on risk and insurance theory
2
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Covid economics : vetted and real-time papers
1
Cowles Foundation discussion paper
1
Discussion paper
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Dynamique des marchés financiers et prévisions
1
Développements récents de l'analyse économique
1
Econometrics of risk
1
Economics beyond the millennium
1
Economie publique : revue de l'Institut d'Economie Publique
1
Finance : revue de l'Association Française de Finance
1
Financial engineering
1
Insurance / Mathematics & economics
1
Journal of Economic Dynamics and Control
1
more ...
less ...
Source
All
ECONIS (ZBW)
142
RePEc
10
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
153
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
4
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
Saved in:
5
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
6
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
7
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
9
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
10
Analysis of virus transmission : a stochastic transition
model
representation of epidemiological models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
140
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012602598
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->