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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Ghysels, Eric"
~person:"Sentana, Enrique"
~subject:"Theorie"
~type_genre:"Book section"
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Volatilität
Theorie
Estimation theory
3
Schätztheorie
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Theory
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Financial market
1
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1
Simulation
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Time series analysis
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Ghysels, Eric
Sentana, Enrique
Robert, Christian P.
12
Gouriéroux, Christian
11
Guégan, Dominique
7
Zakoïan, Jean-Michel
6
Francq, Christian
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Darolles, Serge
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Renault, Eric
2
Rousseau, Judith
2
Scaillet, Olivier
2
Smith, Richard J.
2
Touzi, Nizar
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
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1
Berger, James O.
1
Bertail, Patrice
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Bonneu, M.
1
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1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Documento de trabajo / Centro de Estudios Monetarios y Financieros
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
CEMFI working paper
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
2
A discusión : trabajos en curso ; working papers
1
CORE discussion paper : DP
1
Discussion paper series / LSE Financial Markets Group
1
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Oxford Financial Research Centre economics series
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ECONIS (ZBW)
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Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
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2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
3
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
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