//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gouriéroux, Christian"
~person:"Pastorello, Sergio"
~person:"Pegoraro, Fulvio"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Volatilität
Estimation theory
29
Schätztheorie
29
Theorie
17
Theory
17
Time series analysis
6
Zeitreihenanalyse
6
Core
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Risikomaß
3
Risk measure
3
Measurement
2
Messung
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Credit risk
1
Derivat
1
Derivative
1
Einheitswurzeltest
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
France
1
Frankreich
1
Hedging
1
Kreditrisiko
1
Maximum likelihood estimation
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
2
Government document
2
Language
All
English
5
Author
All
Gouriéroux, Christian
Pastorello, Sergio
Pegoraro, Fulvio
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
Renault, Eric
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
Touzi, Nizar
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
2
Série des documents de travail
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Banque de France Working Paper
1
Les notes d'études et de recherche : NER
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
2
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:
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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->