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subject:"Schätztheorie"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Fermanian, Jean-David"
~person:"Gouriéroux, Christian"
~subject:"Credit portfolio model"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
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Schätztheorie
Credit portfolio model
Monte Carlo simulation
Monte-Carlo-Simulation
Theorie
77
Theory
77
Estimation theory
21
Time series analysis
11
Zeitreihenanalyse
11
Portfolio selection
10
Portfolio-Management
10
CAPM
8
Yield curve
8
Zinsstruktur
8
Core
6
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
Credit risk
4
Kreditrisiko
4
Multivariate Verteilung
4
Multivariate distribution
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomaß
4
Risikoprämie
4
Risk measure
4
Risk premium
4
Statistical theory
4
Statistische Methodenlehre
4
Adverse Selektion
3
Adverse selection
3
Börsenkurs
3
Econometrics
3
Estimation
3
France
3
Frankreich
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
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Book / Working Paper
23
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Amtsdruckschrift
20
Government document
20
Language
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English
21
French
2
Author
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Fermanian, Jean-David
Gouriéroux, Christian
Robert, Christian P.
26
Zakoïan, Jean-Michel
12
Francq, Christian
11
Guégan, Dominique
10
Jasiak, Joann
7
Comte, Fabienne
6
Monfort, Alain
6
Berred, Alexandre M.
5
Casella, George
5
Darolles, Serge
5
Delecroix, Michel
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Chopin, Nicolas
4
Lardjane, Salim
4
Patilea, Valentin
4
Touzi, Nizar
4
Bertail, Patrice
3
Blundell, Richard W.
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Salanié, Bernard
3
Abowd, John M.
2
Baraud, Yannick
2
Broze, Laurence
2
Clément, Emmanuelle
2
Cressie, Noel A. C.
2
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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
13
Journal of econometrics
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of banking & finance
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Research paper / International Center for Financial Asset Management and Engineering
1
Themes in modern econometrics
1
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ECONIS (ZBW)
23
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1
The limits of granularity adjustments
Fermanian, Jean-David
-
2013
Persistent link: https://www.econbiz.de/10010342709
Saved in:
2
Optimal Greek weights by Kernel estimation
Elie, Romuald
;
Fermanian, Jean-David
;
Touzi, Nizar
-
2004
Persistent link: https://www.econbiz.de/10002855875
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
6
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
7
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
8
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
9
Lower bounds in hazard estimation
Fermanian, Jean-David
-
2000
Persistent link: https://www.econbiz.de/10001470521
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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