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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Algorithmus"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Algorithmus
Stochastischer Prozess
Theory
Volatility
18
Volatilität
18
Theorie
15
Arbeitsmobilität
14
Labour mobility
14
France
7
Frankreich
7
Estimation theory
5
Option pricing theory
5
Optionspreistheorie
5
Schätztheorie
5
USA
5
United States
5
Stochastic process
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Time series analysis
3
Zeitreihenanalyse
3
Arbeitsmarkt
2
Befristete Beschäftigung
2
Betriebszugehörigkeit
2
Incomplete market
2
Job tenure
2
Labour market
2
Lohn
2
Lohnstruktur
2
Matching
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Older workers
2
Search theory
2
Suchtheorie
2
Temporary employment
2
Unvollkommener Markt
2
Wage structure
2
Wages
2
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Book / Working Paper
16
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Working Paper
Arbeitspapier
16
Graue Literatur
14
Non-commercial literature
14
Amtsdruckschrift
10
Government document
10
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English
16
Author
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Gouriéroux, Christian
5
Jasiak, Joann
4
Ghysels, Eric
3
Renault, Eric
3
Touzi, Nizar
2
Bossaerts, Peter L.
1
Carrasco, Marine
1
Chen, Xiaohong
1
Comte, Fabienne
1
Garcia, René
1
Gobillon, Laurent
1
Grandmont, Jean-Michel
1
L'Haridon, Olivier
1
Laurent, Jean-Paul
1
Leisen, Dietmar
1
Malherbet, Franck
1
Maurin, Eric
1
Postel-Vinay, Fabien
1
Robin, Jean-Marc
1
Selod, Harris
1
Sufana, Razvan
1
Zenou, Yves
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
203
Discussion paper / Centre for Economic Policy Research
118
Discussion paper / Tinbergen Institute
114
Working paper
92
Discussion paper series / IZA
85
CESifo working papers
67
Research paper series / Swiss Finance Institute
65
Discussion papers / CEPR
52
CREATES research paper
48
Swiss Finance Institute Research Paper
43
Working papers
39
SFB 649 discussion paper
37
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
36
Finance and economics discussion series
35
Discussion paper
32
IMF working papers
32
Kiel working paper
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
IMF working paper
25
CFS working paper series
24
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Working paper series / European Central Bank
20
International finance discussion papers
19
Working paper series
19
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
18
Discussion papers of interdisciplinary research project 373
18
Econometric Institute research papers
18
Economics working paper
18
Staff reports / Federal Reserve Bank of New York
18
CORE discussion paper : DP
17
Discussion paper series
17
Working papers / Federal Reserve Bank of Philadelphia, Research Department
17
Discussion paper / Center for Economic Research, Tilburg University
16
Federal Reserve Bank of Cleveland working paper series
16
Staff working paper / Bank of Canada
15
Working papers / Rodney L. White Center for Financial Research
15
CAMA working paper series
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
ERID working paper
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ECONIS (ZBW)
16
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1
Temporary equilibrium
Grandmont, Jean-Michel
-
2006
Persistent link: https://www.econbiz.de/10003422325
Saved in:
2
The wishart autoregressive of multivariate stochastic
volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
3
Spatial mismatch : from the hypothesis of the theories
Gobillon, Laurent
;
Selod, Harris
;
Zenou, Yves
-
2002
Persistent link: https://www.econbiz.de/10001728882
Saved in:
4
To match or not to match? : Optimal wage policy with endogenous worker search intensity
Postel-Vinay, Fabien
;
Robin, Jean-Marc
-
2002
Persistent link: https://www.econbiz.de/10001728916
Saved in:
5
Job protection and aggregate employment fluctuations : a reappraisal
L'Haridon, Olivier
;
Malherbet, Franck
-
2001
Persistent link: https://www.econbiz.de/10001637972
Saved in:
6
The European paradox : do flexible contracts create rigid labor markets?
Maurin, Eric
-
2000
Persistent link: https://www.econbiz.de/10001470542
Saved in:
7
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
8
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
9
B-mixing and moment properties of various GARCH, stochastic
volatility
and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
Saved in:
10
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
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