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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Bosq, Denis"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~person:"Koehl, Pierre-François"
~source:"econis"
~subject:"Environmental policy"
~subject:"Informal finance"
~subject:"Schätztheorie"
~subject:"Steuerwirkung"
~subject:"Transaktionskosten"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Portfolio-Management
United States
Environmental policy
Informal finance
Schätztheorie
Steuerwirkung
Transaktionskosten
Theorie
14
Theory
14
Financial market
6
Finanzmarkt
6
Estimation theory
4
CAPM
3
Chaos theory
2
Chaostheorie
2
Derivat
2
Derivative
2
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2
Incomplete market
2
Portfolio selection
2
Transaction costs
2
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1986-1996
1
ARCH model
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Asymmetric information
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Asymmetrische Information
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Complete information
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Dynamic equilibrium
1
Dynamisches Gleichgewicht
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Economics of insurance
1
Exchange rate
1
Macroeconomics
1
Makroökonomik
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Statistical theory
1
Statistische Methodenlehre
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8
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9
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English
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Bollerslev, Tim
Bosq, Denis
Bouveret, Antoine
Boyd, Roy
Calimani, Susanna
Koehl, Pierre-François
Gouriéroux, Christian
18
Robert, Christian P.
17
Guégan, Dominique
10
Zakoïan, Jean-Michel
8
Monfort, Alain
7
Scaillet, Olivier
7
Comte, Fabienne
6
Francq, Christian
6
Jasiak, Joann
6
Berred, Alexandre M.
5
Fermanian, Jean-David
5
Philippe, Anne
5
Robin, Jean-Marc
5
Billio, Monica
4
Butucea, Cristina
4
Darolles, Serge
4
Guerre, Emmanuel
4
Hristache, Marian
4
Jouini, Elyès
4
Rousseau, Judith
4
Touzi, Nizar
4
Blundell, Richard W.
3
Broze, Laurence
3
Casella, George
3
Delecroix, Michel
3
Ghysels, Eric
3
Hardouin, C.
3
Laurent, Jean-Paul
3
Lieberman, Offer
3
Léorat, Guillaume
3
Nijman, Theodore E.
3
Pham, Huyên
3
Salanié, Bernard
3
Abowd, John M.
2
Baillie, Richard
2
Baraud, Yannick
2
Bernardi, Mauro
2
Bouchard, Bruno
2
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Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Environment & planning
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Econometric reviews
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Energy sources
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic development
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of regulatory economics
1
Journal of world trade : law, economic policy, public policy
1
NBER reporter online
1
Occasional paper series
1
Technical bulletin / United States Department of Agriculture, Economic Research Service
1
The European journal of finance
1
The review of economic studies
1
The southern business & economic journal
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
Showing
1
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9
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1
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
2
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:
3
Modelization and nonparametric estimation for a dynamical system with noise
Blanke, Delphine
;
Bosq, Denis
;
Guegan, Dominiique
-
1998
Persistent link: https://www.econbiz.de/10001355866
Saved in:
4
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
5
Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980449
Saved in:
6
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
7
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
Saved in:
8
Estimation of the embedding dimension of a dynamical system
Bosq, Denis
;
Guégan, Dominique
-
1994
Persistent link: https://www.econbiz.de/10000896441
Saved in:
9
Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000874756
Saved in:
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