Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
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
Dynamic quantile models
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
237
Theory
237
Estimation theory
98
Schätztheorie
98
Time series analysis
46
Zeitreihenanalyse
46
Kreditrisiko
41
Credit risk
40
Yield curve
35
Zinsstruktur
35
Portfolio selection
33
Portfolio-Management
33
CAPM
30
Derivat
28
Derivative
28
Volatility
26
Risk
25
Volatilität
25
Risiko
24
Schätzung
23
Econometrics
22
Frankreich
22
Stochastic process
22
Stochastischer Prozess
22
France
21
Ökonometrie
21
Risikomanagement
19
Shock
19
Risk management
18
Schock
17
Statistical theory
16
Statistische Methodenlehre
16
Markov chain
14
Markov-Kette
14
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
14
Risikoprämie
14
Risk measure
14
more ...
less ...
Online availability
All
Undetermined
6
Free
5
Type of publication
All
Article
13
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
22
French
1
Author
All
Gouriéroux, Christian
22
Jasiak, Joann
10
Gagliardini, Patrick
3
Lu, Yang
3
Monfort, Alain
3
Ghysels, Eric
2
Renne, Jean-Paul
2
Bandehali, Maygol
1
Boloorforoosh, Ali
1
Christoffersen, Peter F.
1
Djogbenou, Antoine
1
Forest, Danielle
1
Fournier, Mathieu
1
Gourieroux, Christian
1
Hencic, Andrew
1
LeFol, Gaëlle
1
Meyer, B.
1
Pegoraro, Fulvio
1
Salvas-Bronsard, Lise
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of econometrics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of banking & finance
2
Série des documents de travail
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Econometric theory
1
Econometrics of risk
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
2
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
3
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
4
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
5
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
6
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:
7
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:
8
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:
9
Composite likelihood for stochastic migration model with unobserved factor
Djogbenou, Antoine
;
Gouriéroux, Christian
;
Jasiak, Joann
; …
-
2024
Persistent link: https://www.econbiz.de/10015338806
Saved in:
10
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
