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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Econometrics"
~subject:"Efficient market hypothesis"
~subject:"Stochastic process"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
21
CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
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2
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
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3
A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa
;
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000950816
Saved in:
4
A reappraisal of misspecified econometric models
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000919751
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