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
Efficiency in large dynamic pa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
272
Theory
272
Estimation theory
103
Schätztheorie
103
Schätzung
53
Kreditrisiko
46
CAPM
45
Time series analysis
44
Zeitreihenanalyse
44
Zinsstruktur
42
Credit risk
40
Yield curve
40
Portfolio selection
36
Portfolio-Management
36
Factor analysis
30
Faktorenanalyse
30
Derivat
27
Derivative
27
Risikoprämie
27
Risiko
25
Risk
25
Risk premium
25
Volatilität
25
Volatility
24
Stochastic process
23
Stochastischer Prozess
23
Econometrics
22
Panel
22
Panel study
22
Ökonometrie
22
Frankreich
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
France
20
Method of moments
20
Momentenmethode
20
Risikomanagement
19
Shock
19
Risk management
18
more ...
less ...
Online availability
All
Free
19
Undetermined
16
CC license
1
Type of publication
All
Book / Working Paper
28
Article
25
Type of publication (narrower categories)
All
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Article in journal
21
Aufsatz in Zeitschrift
21
Amtsdruckschrift
3
Aufsatz im Buch
3
Book section
3
Government document
3
more ...
less ...
Language
All
English
52
French
1
Author
All
Gagliardini, Patrick
34
Gouriéroux, Christian
22
Scaillet, Olivier
16
Jasiak, Joann
9
Ghysels, Eric
7
Ossola, Elisa
7
Fortin, Alain-Philippe
6
Porchia, Paolo
5
Rubin, Mirco
5
Trojani, Fabio
5
Andreou, Elena
3
Barras, Laurent
3
Lu, Yang
3
Monfort, Alain
3
Ardia, David
2
Barone-Adesi, Giovanni
2
Naguib, Costanza
2
Renne, Jean-Paul
2
Urga, Giovanni
2
Bandehali, Maygol
1
Boloorforoosh, Ali
1
Christoffersen, Peter F.
1
Djogbenou, Antoine
1
Forest, Danielle
1
Fournier, Mathieu
1
Hencic, Andrew
1
LeFol, Gaëlle
1
Ma, Hao
1
Meyer, B.
1
Onatski, Alexei
1
Pegoraro, Fulvio
1
Pelger, Markus
1
Salvas-Bronsard, Lise
1
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
7
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Discussion paper / Centre for Economic Policy Research
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
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of risk
1
Handbook of econometrics : Volume 7A
1
Handbook of econometrics ; Volume 7A
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial economics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Multi-moment asset allocation and pricing models
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The review of financial studies
1
University of St. Gallen, Department of Economics, Discussion Paper
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
2
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
3
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:
4
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
Saved in:
5
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
6
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
7
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
8
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:
9
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010234126
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
