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~person:"Gouriéroux, Christian"
~person:"Schmid, Wolfgang"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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Portfolio selection
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Theorie
279
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60
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60
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48
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Gouriéroux, Christian
Schmid, Wolfgang
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Fabozzi, Frank J.
123
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
114
Caporale, Guglielmo Maria
94
Härdle, Wolfgang
83
Pesaran, M. Hashem
83
Lucas, André
73
Maurer, Raimond
73
Lütkepohl, Helmut
72
Koop, Gary
67
McAleer, Michael
64
Engle, Robert F.
63
Teräsvirta, Timo
61
Platen, Eckhard
57
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Timmermann, Allan
54
Swanson, Norman R.
53
Granger, C. W. J.
51
Kunst, Robert M.
51
Campbell, John Y.
50
Dijk, Herman K. van
49
Gollier, Christian
48
Marcellino, Massimiliano
48
Hyndman, Rob J.
47
Korn, Ralf
47
Guidolin, Massimo
46
Hallin, Marc
46
Hassler, Uwe
46
Lo, Andrew W.
46
Ghysels, Eric
45
Bauwens, Luc
44
Proietti, Tommaso
43
Satchell, Stephen
43
Uppal, Raman
43
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
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12
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7
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
European journal of operational research : EJOR
3
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3
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3
Annales d'économie et de statistique
2
Princeton series in finance
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Journal de la Société de Statistique de Paris
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematics and financial economics
1
Nonparametric dynamic modelling
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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1
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1
The European journal of finance
1
Themes in modern econometrics
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ECONIS (ZBW)
91
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1
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
2
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
3
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
4
Estimation of the term structure and its application to risk management
Zagst, Rudi
-
1997
Persistent link: https://www.econbiz.de/10000980079
Saved in:
5
On the robustness of Shewhart type charts
Kramer, Holger G.
-
1997
Persistent link: https://www.econbiz.de/10000983537
Saved in:
6
Statistical process control and its application in finance
Severin, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000983546
Saved in:
7
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
8
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
9
On the distribution properties of GARCH processes
Pawlak, M.
-
1998
Persistent link: https://www.econbiz.de/10000994620
Saved in:
10
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
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