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type_genre:"Working Paper"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~subject:"Nonparametric statistics"
~subject:"Optionspreistheorie"
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Nonparametric statistics
Optionspreistheorie
Theorie
731
Theory
731
Estimation theory
154
Schätztheorie
154
Time series analysis
54
Zeitreihenanalyse
54
Statistical theory
45
Statistische Methodenlehre
45
Estimation
44
Schätzung
44
France
35
Frankreich
35
Stochastic process
29
Stochastischer Prozess
29
Markov chain
28
Markov-Kette
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
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Portfolio selection
25
Portfolio-Management
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Nichtparametrisches Verfahren
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Sampling
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Probability theory
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Option pricing theory
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USA
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United States
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CAPM
17
Volatility
17
Volatilität
17
Asymmetric information
16
Asymmetrische Information
16
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15
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42
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40
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Renault, Eric
6
Touzi, Nizar
5
Gouriéroux, Christian
4
Huber, Martin
4
Fermanian, Jean-David
3
Garcia, René
3
Patilea, Valentin
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Ammann, Manuel
2
Bouchard, Bruno
2
Darolles, Serge
2
Frölich, Markus
2
Laurent, Jean-Paul
2
Luger, Richard
2
Monfort, Alain
2
Renault, Olivier
2
Butucea, Cristina
1
Campo, Sandra
1
Chen, Rong
1
Clément, Emmanuelle
1
Collier, Olivier
1
Coudin, Elise
1
D'Haultfœuille, Xavier
1
Dalalyan, Arnak S.
1
Delecroix, Michel
1
Dufour, Jean-Marie
1
Elie, Romuald
1
Fengler, Matthias R.
1
Florens, Jean-Pierre
1
Fricke, Hans
1
Guerre, Emmanuel
1
Herriger, Silvan
1
Hristache, Marian
1
Härdle, Wolfgang
1
Kind, Axel H.
1
Koehl, Pierre-François
1
Lardjane, Salim
1
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1
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
SFB 649 discussion paper
72
CEMMAP working papers / Centre for Microdata Methods and Practice
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
59
Discussion paper series / IZA
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Discussion paper / Tinbergen Institute
39
Discussion paper / Center for Economic Research, Tilburg University
35
Working paper / National Bureau of Economic Research, Inc.
32
CoFE discussion papers
29
Cowles Foundation discussion paper
27
Discussion papers of interdisciplinary research project 373
26
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
21
Discussion paper / B
20
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
20
Research paper series / Swiss Finance Institute
19
Working paper
19
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Centre for Economic Policy Research
14
Discussion paper series
14
Finance and economics discussion series
14
Swiss Finance Institute Research Paper
14
CREATES research paper
13
Discussion paper series / LSE Financial Markets Group
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper
12
Working paper series
12
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Carlo Alberto notebooks
11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
11
Boston College working papers in economics
10
Econometrics papers
10
IHS economics series : working paper
10
Ruhr economic papers
10
Tübinger Diskussionsbeitrag
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ECONIS (ZBW)
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1
Identification based on difference-in-differences approaches with multiple treatments
Fricke, Hans
-
2015
Persistent link: https://www.econbiz.de/10011289257
Saved in:
2
Treatment evaluation in the presence of sample selection
Huber, Martin
-
2009
Persistent link: https://www.econbiz.de/10003863050
Saved in:
3
Treatment evaluation with multiple outcome periods under endogeneity and attrition
Frölich, Markus
;
Huber, Martin
-
2014
Persistent link: https://www.econbiz.de/10010242778
Saved in:
4
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003597922
Saved in:
5
Curve registration by nonparametric goodness-of-fit testing
Collier, Olivier
;
Dalalyan, Arnak S.
-
2013
Persistent link: https://www.econbiz.de/10010342676
Saved in:
6
Sharp IV bounds on average treatment effects under endogeneity and noncompliance
Huber, Martin
;
Mellace, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10009240318
Saved in:
7
Identification of average treatment effects in social experiments under different forms of attrition
Huber, Martin
-
2010
Persistent link: https://www.econbiz.de/10009240319
Saved in:
8
Option data and modeling BSM implied volatility
Fengler, Matthias R.
-
2010
Persistent link: https://www.econbiz.de/10009240320
Saved in:
9
The pricing of convertible bonds : an analysis of the French market
Ammann, Manuel
;
Kind, Axel H.
;
Wilde, Christian
-
2001
Persistent link: https://www.econbiz.de/10001574812
Saved in:
10
A new instrumental method for dealing with endogenous selection
D'Haultfœuille, Xavier
-
2008
Persistent link: https://www.econbiz.de/10003870853
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