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subject:"Germany"
subject:"Schätztheorie"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Volatility"
~type_genre:"Nachschlagewerk"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Subject
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Germany
Schätztheorie
Volatility
Theorie
229
Theory
229
Estimation theory
83
Statistical theory
26
Statistische Methodenlehre
26
Time series analysis
26
Zeitreihenanalyse
26
France
22
Frankreich
22
Estimation
19
Schätzung
19
Arbitrage
11
Chaos theory
10
Chaostheorie
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Option pricing theory
8
Optionspreistheorie
8
Portfolio selection
8
Portfolio-Management
8
Financial market
7
Finanzmarkt
7
Stochastic process
7
Stochastischer Prozess
7
Transaction costs
7
Transaktionskosten
7
Adverse Selektion
6
Adverse selection
6
Derivat
6
Derivative
6
Incomplete market
6
Markov chain
6
Markov-Kette
6
Unvollkommener Markt
6
Volatilität
6
Arbeitslosigkeit
5
Arbeitsmarkt
5
Asymmetric information
5
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Type of publication
All
Book / Working Paper
88
Type of publication (narrower categories)
All
Nachschlagewerk
Non-commercial literature
Working Paper
Arbeitspapier
88
Amtsdruckschrift
87
Government document
87
Graue Literatur
87
Language
All
English
83
French
5
Author
All
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
6
Comte, Fabienne
5
Francq, Christian
5
Ghysels, Eric
5
Jasiak, Joann
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Renault, Eric
4
Robin, Jean-Marc
4
Billio, Monica
3
Darolles, Serge
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Touzi, Nizar
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Rousseau, Judith
2
Scaillet, Olivier
2
Smith, Richard J.
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
Baraud, Yannick
1
Berger, James O.
1
Bertail, Patrice
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Bonneu, M.
1
Bossaerts, Peter L.
1
Broze, Laurence
1
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Published in...
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Working paper / National Bureau of Economic Research, Inc.
283
Série des documents de travail / Centre de Recherche en Économie et Statistique
166
Discussion paper / Tinbergen Institute
164
Discussion paper / Centre for Economic Policy Research
150
Discussion paper series / IZA
134
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
124
Discussion paper
123
CESifo working papers
118
Working paper
111
Discussion paper / Center for Economic Research, Tilburg University
97
CORE discussion paper : DP
96
SFB 649 discussion paper
90
Working paper series
77
ZEW discussion papers
70
Technical working paper / National Bureau of Economic Research
56
CREATES research paper
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
55
Discussion papers / Deutsches Institut für Wirtschaftsforschung
51
Finance and economics discussion series
50
Kieler Arbeitspapiere
46
Cowles Foundation discussion paper
45
Kiel working paper
45
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
44
Research paper series / Swiss Finance Institute
44
CFS working paper series
43
Discussion paper / Tinbergen Institute / Tinbergen Institute
42
Discussion papers / CEPR
42
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
41
Discussion paper / Deutsche Bundesbank
40
IMF working paper
37
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
37
Volkswirtschaftliche Diskussionsbeiträge
37
Report / Econometric Institute, Erasmus University Rotterdam
36
Working papers
36
EUI working paper / ECO
35
Economics working paper
34
Discussion papers of interdisciplinary research project 373
32
Swiss Finance Institute Research Paper
32
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
31
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Source
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ECONIS (ZBW)
88
Showing
1
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88
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date (oldest first)
1
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
2
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
3
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000997342
Saved in:
4
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
5
Evidence and theory on asymmetries in US aggregate job flows
Collard, Fabrice
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000997347
Saved in:
6
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
7
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
8
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
9
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
10
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
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