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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Option pricing theory"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Option pricing theory
Theory
Estimation theory
119
Schätztheorie
119
Theorie
107
Time series analysis
20
Zeitreihenanalyse
20
Statistical theory
7
Statistische Methodenlehre
7
Estimation
6
Schätzung
6
Simulation
5
Chaos theory
4
Chaostheorie
4
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4
Frankreich
4
Nichtparametrisches Verfahren
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Nonparametric statistics
4
Sampling
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3
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3
Volatilität
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3
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2
ARCH-Modell
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Aggregation
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Börsenkurs
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Econometric model
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Großbritannien
2
Korrelation und Regression
2
Optionspreistheorie
2
Schätzmethodik und Testmethodik
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
USA
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United Kingdom
2
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2
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107
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107
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107
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83
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English
102
French
5
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Robert, Christian P.
12
Gouriéroux, Christian
11
Robinson, Peter M.
10
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
Zaffaroni, Paolo
4
Billio, Monica
3
Darolles, Serge
3
Ghysels, Eric
3
Giraitis, Liudas
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Marinucci, Domenico
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
Henry, Mark S.
2
Linton, Oliver
2
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2
Nishiyama, Y.
2
Renault, Eric
2
Rousseau, Judith
2
Scaillet, Olivier
2
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2
Smith, Richard J.
2
Touzi, Nizar
2
Adda, Jérôme
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
82
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
77
Discussion paper / Tinbergen Institute
75
Technical working paper / National Bureau of Economic Research
53
Discussion paper series / IZA
50
Working paper series
50
SFB 649 discussion paper
40
Cowles Foundation discussion paper
38
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
Working paper
32
Discussion paper / Department of Economics, University of Canterbury
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Discussion paper / Centre for Economic Policy Research
30
Discussion paper / School of Economics, The University of New South Wales
28
CESifo working papers
27
Discussion paper
27
EUI working paper / ECO
27
Discussion paper / Department of Economics, University of California San Diego
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
25
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
24
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
Discussion paper / A
22
Working papers in econometrics and applied statistics
22
Working papers / Rutgers University, Department of Economics
21
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Discussion papers in economics
20
Documentos de trabajo / Banco de España, Servicio de Estudios
20
Finance and economics discussion series
20
Discussion paper / B
19
CREATES research paper
18
Dresdner Beiträge zu quantitativen Verfahren
18
Research paper / University of Melbourne, Department of Economics
18
Research report / Graduate School Research Institute Systems, Organisations and Management
18
Working paper / Department of Econometrics and Business Statistics, Monash University
17
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ECONIS (ZBW)
107
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81
Switching state space models : likelihood function, filtering and smoothing
Billio, Monica
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000924125
Saved in:
82
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
83
Sums of k-record values and the exponent of regular variation
Berred, Alexandre M.
-
1995
Persistent link: https://www.econbiz.de/10000908212
Saved in:
84
Estimation de processus de diffusion par méthodes simulées
Clément, Emmanuelle
-
1995
Persistent link: https://www.econbiz.de/10000908655
Saved in:
85
Une bibliotheque de macro-commandes pour l'économetrie des variables qualitatives et de comptage
Crépon, Bruno
;
Duguet, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000908664
Saved in:
86
A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000908853
Saved in:
87
Reparameterisation issues in mixture modelling and their bearing on the Gibbs sampler
Robert, Christian P.
;
Mengersen, Kerrie
-
1995
Persistent link: https://www.econbiz.de/10000917306
Saved in:
88
Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000917307
Saved in:
89
Estimation of functionals of density support
Gayraud, Ghislaine
-
1995
Persistent link: https://www.econbiz.de/10000910560
Saved in:
90
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
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