9 research outputs found
Portfolio-Invariant Capital Allocation Scheme Accounting for Concentration Risk Based on Response Surface Methodology
- Author
- A Buch
- A Kurth
- C Gourieroux
- C Homburg
- D
- D Rosen
- D Tasche
- D Tasche
- D Tasche
- G E P Box
- G E P Box
- G E P Box
- H Mausser
- H Scheff�
- H Scheff�
- J A Lopez
- J C Garcia Cespedes
- J Dan&apos
- Lie-Jane Kao
- M Denault
- M Gordy
- M Gordy
- M Kalkbrener
- M Kalkbrener
- M Pykhtin
- N Tarashev
- O Vasicek
- P Artzner
- P Cs�oka
- P Cs�oka
- P Glasserman
- P Jorion
- R A Jarrow
- R C Merton
- R Cantor
- R H Myers
- R Hosseini
- R Martin
- R Martin
- U Koyluoglu
- W G Hallerbach
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Jobs and kids: female employment and fertility in China
- Author
- A Hussain
- AJ Coale
- AS Kalwij
- CA Scotese
- China Daily
- CS Gourieroux
- CS Lehr
- D Rivers
- F Bolumar
- F Wang
- G Howe
- G Imbens
- GS Becker
- GS Becker
- H Li
- H Li
- J Banister
- J Mincer
- J Zhang
- JA Hausman
- JA Hausman
- JC Brown
- JD Angrist
- JM Wooldridge
- JV Terza
- K Hardee-Cleaveland
- M McElroy
- MR Killingsworth
- MR Rosenzweig
- NFR Crafts
- RJ Smith
- RJ Willis
- RR Soares
- S Li
- S Li
- T Hesketh
- TP Schultz
- TP Schultz
- TP Schultz
- TW Guinnane
- X Peng
- Y Yao
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Do flexible exchange rates facilitate external adjustment? A dynamic approach with time-varying and asymmetric volatility
- Author
- A Ghosh
- A Gosh
- A Gosh
- A Jiyoun
- B Baltagi
- BH Baltagi
- C Broda
- C Gourieroux
- C Klüppelberg
- CM Reinhart
- CM Reinhart
- CS Wong
- D Guégan
- DB Nelson
- E Levy-Yeyati
- E Ozmen
- F Windmeijer
- FX Diebold
- FX Diebold
- FX Diebold
- GM Milesi-Ferretti
- H Hau
- I Domiowitz
- J Sargan
- L Haan De
- L Hentschel
- M Arellano
- M Arellano
- M Chinn
- M Friedman
- M Nerlove
- MC Medeiros
- Olivier Habimana
- P Hansen
- R Blundell
- RF Engle
- RF Engle
- RF Engle
- RGJ Hertog Den
- RT Baillie
- S Edwards
- S Edwards
- S Herrmann
- SJ Nickell
- T Bollerslev
- T Bollerslev
- T Bollerslev
- X Mu
- Y Kim
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Temporal Risk Processes
- Author
- A Bensoussan
- A Einstein
- A Einstein
- A Medio
- A Wald
- A Wald
- AM Mood
- AW Lo
- AW Lo
- B Helms
- B Mandelbrot
- B Mandelbrot
- B Mandelbrot
- B Mandelbrot
- B Mandelbrot
- B Mandelbrot
- B Mandelbrot
- BB Mandelbrot
- C Gourieroux
- C Granger
- C Patlak
- CS Tapiero
- CS Tapiero
- CS Tapiero
- CS Tapiero
- D Gross
- D Siegmund
- DA Hsieh
- DB Nelson
- DR Cox
- E Lorenz
- ET Jaynes
- FX Diebold
- G Booth
- GH Weiss
- GH Weiss
- GH Weiss
- H Seal
- H-G Fung
- HL Seal
- I Claes
- IV Basawa
- J Beran
- J Galambos
- J Grandmont
- J Mzasoliver
- J Neyman
- J Wolfowitz
- JM Bismut
- JM Bismuth
- JO Irwin
- JP Bouchaud
- JP Imhof
- L Liu
- LCG Rogers
- LF Hsu
- LF Hsu
- LF Hsu
- LF Hsu
- M Baxter
- M Lax
- M Parkinson
- MA Carreira-Perpinan
- MR Leadbetter
- MT Green
- MT Green
- N Kunitomo
- N Pottier
- NN Taleb
- NU Prabhu
- NU Prabhu
- O Lundberg
- P Embrechts
- P Embrechts
- P Embrechts
- P Embrechts
- P Embrechts
- P Fraisse
- P Levy
- P Vallois
- P Vallois
- P Vallois
- P Vallois
- P Vallois
- P Vallois
- P Vallois
- R Engle
- R May
- R May
- RE Kalman
- RF Engle
- RL Stratonovich
- RM Capocelli
- RY Rubenstein
- S Basak
- S Domokos
- S Garlaschelli
- S Martınez-Jaramillo
- T Balinth
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- TH Otway
- TL Saaty
- V Barnett
- W Feller
- W Feller
- Y Fujiwara
- YS Chow
- YS Chow
- YU Saito
- YW Cheung
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Integral transform methods in goodness-of-fit testing, II: the Wishart distributions
- Author
- A Schwartzman
- A Schwartzman
- AG Constantine
- AM Tulino
- AN Bishop
- AT James
- B Jian
- B Jian
- B Kågström
- BM Damon
- C Brislawn
- C Gourieroux
- C Siriteanu
- C Siriteanu
- CG Khatri
- CS Herz
- Donald Richards
- Elena Hadjicosta
- GE Shilov
- H Bauer
- H Hochstadt
- HN Lee
- HS Wieand
- IL Dryden
- J Dancis
- J Faraut
- JC Burkill
- JP Imhof
- L Baringhaus
- L Baringhaus
- L Baringhaus
- M Asai
- M Ledoux
- M Matsui
- M Rosenbloom
- MW Browne
- N Henze
- N Young
- NR Goodman
- OP Le Maître
- P Billingsley
- P Billingsley
- P Del Moral
- P Koev
- PM Matthews
- RA Horn
- RH Farrell
- RJ Muirhead
- RR Bahadur
- RR Bahadur
- RR Bahadur
- RW Butler
- S Kotz
- SN Anfinsen
- SN Anfinsen
- T Neumann-Haefelin
- TA Severini
- TP Wihler
- YC Ku
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Robust Expected Shortfall Estimation and Inference for Infinite Variance Time Series
- Author
- A J Mcneil
- A Owen
- B Basrak
- B M Hill
- B W Silverman
- C Acerbi
- C Acerbi
- C Gourieroux
- C Morana
- C T Brownlees
- D L Mcleish
- D Tasche
- E Haeusler
- E Rio
- G M Caporale
- G Mainik
- H A David
- H Dehling
- I A Ibragimov
- I Berkes
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J D Fermanian
- J Danielsson
- J Davidson
- J Ne?lehov�
- J Qin
- J Segers
- Jonathan B. Hill
- L De Haan
- L Peng
- L Peng
- M G Hahn
- M Ibragimov
- M J Lighthill
- M Peligrad
- M R Leadbetter
- M R Powers
- O Linton
- O Scaillet
- P C B Phillips
- P Ci� Zek
- P Embrechts
- P F Artzner
- P F Christo�ersen
- P Hall
- P J Brockwell
- R A Davis
- R C Bradley
- R Garcia
- R Ibragimov
- R Ibragimov
- R Ibragimov
- R Ibragimov
- S Chaudhuri
- S Chen
- S Cs�rgo
- S I Resnick
- S Ling
- S Rachev
- T Adrian
- T D Pham
- T Hsing
- T Mikosch
- V V Acharya
- Y Kitamura
- Z Cai
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Dynamic Programming
- Author
- A Dvoretzky
- A Lancaster
- A Pakes
- A Pakes
- A Pakes
- A Wald
- A Wald
- A Wald
- AG Barto
- AR Gallant
- AS Nemirovsky
- C Gourieroux
- CS Chow
- D Blackwell
- D Blackwell
- D Blackwell
- D McFadden
- D Pollard
- DG Luenberger
- DP Bertsekas
- E Denardo
- G Hall
- G Tauchen
- GA Gotz
- HJ Kushner
- II Gihman
- J Adda
- J Ledyard
- J Rust
- J Rust
- J Rust
- J Rust
- J Rust
- J Rust
- J Rust
- J Rust
- J Rust
- J Von Neumann
- JC Gittins
- JF Traub
- K Binmore
- K Judd
- K Wolpin
- KJ Arrow
- L Grüne
- LP Hansen
- LP Hansen
- M Keane
- M Santos
- ML Puterman
- P Bajari
- P Bajari
- P Massé
- P Massé
- R Bellman
- R Bellman
- R Bellman
- R Kurzweil
- R Penrose
- R Selten
- RA Howard
- RE Lucas Jr
- RE Lucas Jr
- RN Bhattacharya
- S Imai
- T Magnac
- T Marschak
- TJ Sargent
- TJ Sargent
- V Aguirregabiria
- V Aguirregabiria
- Z Eckstein
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Robust Score and Portmanteau Tests of Volatility Spillover
- Author
- A Ng
- A Patton
- B M Hill
- C Brooks
- C Brownless
- C Francq
- C Francq
- C Francq
- C Gourieroux
- C Granger
- D B H Cline
- D B Nelson
- D F Andrews
- D W K Andrews
- D W K Andrews
- E Ronchetti
- E Sentana
- F C Drost
- F Comte
- F Longin
- F R Hampel
- F R Hampel
- G A Karolyi
- G E P Box
- G J Jiang
- G M Caporale
- G M Caporale
- G Shevlyakov
- I Berkes
- I Berkes
- J Agullo
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J B Hill
- J Beirne
- J Campbell
- J Jure?kov�
- J Jure?kov�
- J M Dufour
- J M Dufour
- J M Wooldridge
- J T Kent
- Jonathan B. Hill
- K Boudt
- K Boudt
- K Forbes
- K Zhu
- L Peng
- L R Glosten
- L Zhang
- M Carrasco
- M Dungey
- M Dungey
- M Dungey
- M King
- M R Leadbetter
- Mike Aguilar
- N Meddahi
- N Muler
- N Muler
- O Linton
- P Bougerol
- P Ci?ek
- P Ci?ek
- P De Lima
- P De Lima
- P Embrechts
- P Hall
- R A Davis
- R A Davis
- R Baillie
- R De Jong
- R Engle
- R Engle
- R Glick
- R Runde
- R Schmidt
- R So
- R Tansuchat
- S Cs�rg? O
- S Resnick
- S Yang
- S-H Poon
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Mikosch
- W A Brock
- W Fung
- W K Newey
- W K Newey
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Hong
- Y Malevergne
- Y Tse
- Y-W Cheung
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
New horizons in international commodity market modelling
- Author
- A Consonni
- A Cournot
- A Dammert
- A Dammert
- A Harlow
- A Rose
- A Soyster
- A Ulph
- A Webb
- AE Bopp
- AL Davidson
- AM Choksi
- AO Herrara
- AS Manne
- B Bosworth
- B Château
- B Gardner
- B Solnick
- BB Hughes
- BJ Choe
- C Goreau
- C Gourieroux
- C Gourieroux
- C Kolstad
- C Osteen
- CA Enoch
- CD Kolstad
- Charles River Associates
- CL Gilbert
- CL Gilbert
- CL Gilbert
- CS Tsao
- CW Yang
- CW Yang
- CWJ Granger
- CWJ Granger
- CWJ Granger
- D Battern
- D Gately
- D Gately
- D Gately
- D Gately
- D Harrington
- D Harris
- D Hojman
- D Johnson
- D Kendrick
- D Kendrick
- D Regier
- D Smallwood
- DE Hathaway
- DG Aperjis
- DM Newbery
- DO Wood
- E Feinerman
- E Hnyilicza
- E Hnyilicza
- E Nielsen
- E Steigum
- EA Hudson
- EA Monke
- EC Hwa
- Energy Modeling Forum
- Energy Modeling Forum
- ER Berndt
- ER Berndt
- F Black
- F Carlevaro
- F Carlevaro
- F Pierce
- F Sparrow
- F Waugh
- FG Adams
- FG Adams
- FG Adams
- FG Adams
- FG Adams
- G Chichilnisky
- G Gondolfo
- G Johnson
- G Orcutt
- G Rausser
- GC Rausser
- GS Maddala
- H Brock
- H Guither
- H Hashimoto
- H Hashimoto
- H Hotelling
- H Kang
- H Linneman
- H Stackelberg Von
- HD Nguyen
- J Ahalt
- J Antle
- J Boucher
- J Dunmore
- J Fericelli
- J Haltiwanger
- J Houck
- J Langley
- J Percebois
- J Reilly
- J Shoven
- J Sullivan
- J Sutton
- J Vansickle
- J Webster
- J Williams
- JA Burbridge
- JB Lesourd
- JB Lesourd
- JF Muth
- JI Haaland
- JK Jacques
- JM Bourdaie
- JM Griffin
- JP Chavas
- JP Clark
- JR Behrman
- JR Moroney
- JR Moroney
- JY Campbell
- K Bailey
- K Fox
- K Hanson
- K Huang
- K Huang
- KY Chu
- L Klein
- L Kovisars
- L Kovisars
- L Mathiesen
- L Mathiesen
- L Minguet
- L Quance
- L Taylor
- L Teigen
- L Trede
- L Tweeten
- L Waddell
- LP Drollas
- M Albouy
- M Brown
- M Cerchi
- M Greenberger
- M Hannan
- M Hannan
- M Hannan
- M Hazilla
- M Hoel
- M Kennedy
- M Kennedy
- MA Fuss
- MJ Scott
- MPC Pepper
- MW French
- N Baldwin
- N Rosenberg
- N Uri
- N Uri
- N Uri
- N Uri
- N Uri
- N Uri
- N Uri
- P Clark
- P Crosson
- P Pinstrup-Anderson
- P Setia
- PB Hazell
- PK Krueger
- PL Eckbo
- PS Basile
- PW McAvoy
- R Boyd
- R Chambers
- R Chambers
- R Conway
- R Crom
- R Farmer
- R Gilbert
- R Golombek
- R MacDonald
- R Mueller
- R Nehring
- R Quandt
- R Seeley
- R Shoemaker
- R Stern
- R Stillman
- R Stillman
- R Weaver
- R Whitacre
- RB Gordon
- RE Grilli
- RE Lucas
- RF Engle
- RF Engle
- RG Puri
- RG Ridker
- RM Cooper
- RS Pindyck
- S Gass
- S Ghosh
- S Ghosh
- S Haley
- S Johnson
- S Kim
- S Marks
- S Salant
- S Salant
- SR Johnson
- SR Johnson
- SY Shei
- T Akiyama
- T Akiyama
- T Bickerton
- T Murata
- T Priovolos
- T Roe
- T Ryan
- T Sun
- T Takayama
- TF Nash
- TH Bingham
- TJ Considine
- U Vasavada
- US Congress
- US Department of Agriculture
- US Department of Agriculture
- US Department of Energy
- US Federal Reserve Bank of New York
- US National Academy of Sciences
- VE Ball
- W Gardiner
- W Leontief
- W Maki
- W Zangwill
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WC Labys
- WH Hogan
- WH Ray
- WJ Duffy
- WW Hogan
- WY Huang
- Y Kislev
- YH Farzin
- Z Griliches
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/1991
- Field of study