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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
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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
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1
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Book / Working Paper
9
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Arbeitspapier
9
Working Paper
9
Amtsdruckschrift
6
Government document
6
Graue Literatur
6
Non-commercial literature
6
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English
9
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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
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
788
Discussion Papers (REL - Recherches Economiques de Louvain)
610
Discussion Papers (ECON - Département des Sciences Economiques)
226
Research paper series / Swiss Finance Institute
38
Swiss Finance Institute Research Paper
27
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Paper
23
FAME Research Paper Series
21
Discussion paper
17
FAME research paper series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Swiss Finance Institute Research Paper Series
15
Journal of econometrics
14
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
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
Discussion paper / LSE Financial Markets Group
9
Journal of banking & finance
9
Discussion paper / Centre for Economic Policy Research
8
Journal of empirical finance
6
Journal of financial economics
6
Arbeitspapiere
5
Discussion paper series / LSE Financial Markets Group
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance : revue de l'Association Française de Finance
5
Finance and stochastics
5
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The review of financial studies
5
CORE Discussion Papers
4
CORE discussion paper : DP
4
Documents de travail / THEMA
4
Econometric theory
4
FINRISK Working Paper Series
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper / International Center for Financial Asset Management and Engineering
4
The journal of finance : the journal of the American Finance Association
4
Family business
3
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ECONIS (ZBW)
9
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1
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
2
Unemployment insurance and mortgages
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000888455
Saved in:
3
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
4
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:
5
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
6
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:
7
Quasi indirect inference for diffusion processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
Persistent link: https://www.econbiz.de/10000908837
Saved in:
8
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
9
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:
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