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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Sampling
9
Stichprobenerhebung
9
Core
8
Estimation
8
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8
Chaos theory
7
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7
France
7
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7
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7
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6
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6
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5
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5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
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5
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5
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5
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5
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10
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Working Paper
Article in journal
55
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55
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10
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Non-commercial literature
9
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4
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10
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Gouriéroux, Christian
3
Jasiak, Joann
3
Bertholon, Henri
1
Dauxois, Jean-Yves
1
Fermanian, Jean-David
1
Ghysels, Eric
1
Guerre, Emmanuel
1
Kirmani, Syed N. U. A.
1
Li, Dong
1
Ling, Shiqing
1
Maes, J.
1
Malongo, Hassan
1
Monfort, Alain
1
Pastorello, Sergio
1
Pegoraro, Fulvio
1
Renault, Eric
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
Touzi, Nizar
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Zakoïan, Jean-Michel
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
37
CREATES research paper
26
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Cowles Foundation discussion paper
11
Discussion papers of interdisciplinary research project 373
11
Working paper
9
Working papers
9
Working paper / National Bureau of Economic Research, Inc.
8
GRIPS discussion papers
7
Documento de trabajo
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Discussion paper
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
Discussion papers in economics
5
KBI
5
Série des documents de travail
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / Rutgers University, Department of Economics
5
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5
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4
ERID working paper
4
Finance and economics discussion series
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IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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4
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4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
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3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Staff working paper / Bank of Canada
3
Swiss Finance Institute Research Paper
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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1
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
2
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
3
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
4
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
5
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
6
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
Saved in:
8
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
10
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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