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person:"Gouriéroux, Christian"
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Search: subject_exact:"Multivariate Statistik"
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Gouriéroux, Christian
Backhaus, Klaus
31
McAleer, Michael
27
Hafner, Christian M.
20
Croux, Christophe
18
Rombouts, Jeroen V. K.
18
Erichson, Bernd
17
Greenacre, Michael J.
17
Weiber, Rolf
17
Hallin, Marc
16
Härdle, Wolfgang
16
Schmid, Wolfgang
16
Domański, Czesław
15
Herwartz, Helmut
14
Asai, Manabu
13
Caporale, Guglielmo Maria
13
Caporin, Massimiliano
13
Gil-Alaña, Luis A.
13
Kapetanios, George
13
Koopman, Siem Jan
13
Shephard, Neil G.
13
Teräsvirta, Timo
12
Brooks, Chris
11
DeSarbo, Wayne S.
11
Furman, Edward
11
Landsman, Zinoviy
11
Marcellino, Massimiliano
11
Pesaran, M. Hashem
11
Stentoft, Lars
11
Cubadda, Gianluca
10
Hecq, Alain W. J.
10
Weihs, Claus
10
Billio, Monica
9
Carriero, Andrea
9
Chen, Xiaohong
9
DeSarbo, Wayne
9
Hansen, Peter Reinhard
9
Lovcha, Yuliya
9
Lucas, André
9
Silvennoinen, Annastiina
9
Tarp, Finn
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Journal of econometrics
2
Econometric reviews
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Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
2
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
3
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
4
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
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