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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Autocorrelation"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Autocorrelation
Stochastic process
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
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistical test
5
Statistischer Test
5
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Book / Working Paper
12
Type of publication (narrower categories)
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Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Amtsdruckschrift
5
Government document
5
Language
All
English
12
Author
All
Gouriéroux, Christian
4
Jasiak, Joann
4
Zakoïan, Jean-Michel
2
Bertholon, Henri
1
Darolles, Serge
1
Dauxois, Jean-Yves
1
Fermanian, Jean-David
1
Francq, Christian
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
1
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Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
212
Economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
61
Econometric theory
55
Discussion paper / Tinbergen Institute
48
Economic modelling
33
CREATES research paper
32
Journal of empirical finance
28
The econometrics journal
28
Cowles Foundation discussion paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Econometrics : open access journal
20
International journal of forecasting
20
Finance research letters
18
Journal of financial econometrics
18
Quantitative finance
18
European journal of operational research : EJOR
17
Journal of forecasting
17
Applied economics letters
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Discussion papers of interdisciplinary research project 373
15
International journal of theoretical and applied finance
15
SFB 649 discussion paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Regional science & urban economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
NBER Working Paper
12
International journal of economics and financial issues : IJEFI
11
Mathematics of operations research
11
CESifo working papers
10
Finance and stochastics
10
Journal of mathematical finance
10
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Source
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ECONIS (ZBW)
12
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1
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
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:
3
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
4
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
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:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
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:
9
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
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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