//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Compound and exchange options...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Estimation theory
3
Schätztheorie
3
Yield curve
3
Zinsstruktur
3
Interest rate
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Zeitreihenanalyse
2
Zins
2
Anleihe
1
Arbeitslosigkeit
1
Bond
1
Forecast
1
Hypothek
1
Induktive Statistik
1
Interest rate derivative
1
Mortgage
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Prognose
1
Statistical distribution
1
Statistical inference
1
Statistical theory
1
Statistische Methodenlehre
1
Statistische Verteilung
1
Unemployment
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Working Paper
9
Amtsdruckschrift
6
Government document
6
Graue Literatur
6
Non-commercial literature
6
Language
All
English
9
Author
All
Scaillet, Olivier
9
Gouriéroux, Christian
4
Broze, Laurence
3
Zakoïan, Jean-Michel
2
Dhaene, Geert
1
Leblanc, Boris
1
Lesne, Jean-Philippe
1
Mélard, Guy
1
Prigent, Jean-Luc
1
more ...
less ...
Published in...
All
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
29
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Paper
26
FAME Research Paper Series
22
FAME research paper series
17
Swiss Finance Institute Research Paper Series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Journal of econometrics
16
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
9
Discussion paper
8
Finance and stochastics
7
FINRISK Working Paper Series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
THEMA Working Papers
6
Arbeitspapiere
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
5
Journal of Econometrics
5
Journal of empirical finance
5
CORE Discussion Papers
4
CORE Discussion Papers RP
4
Documents de travail / THEMA
4
Econometric theory
4
Finance : revue de l'Association Française de Finance
4
Journal of banking & finance
4
Journal of financial economics
4
Research paper / International Center for Financial Asset Management and Engineering
4
Universität Zürich - Institut für schweizerisches Bankwesen
4
CORE discussion paper : DP
3
Finance and Stochastics
3
IRES discussion papers
3
International journal of forecasting
3
Journal of Business & Economic Statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
2
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
3
Quasi indirect inference for diffusion processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
Persistent link: https://www.econbiz.de/10000908837
Saved in:
4
Path dependent options on yields in the affine term structure model
Leblanc, Boris
;
Scaillet, Olivier
-
1995
Persistent link: https://www.econbiz.de/10000910562
Saved in:
5
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
6
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
7
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
8
Unemployment insurance and mortgages
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000888455
Saved in:
9
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->