//--> //--> //--> //-->
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
~subject:"Estimation theory"
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
Estimation of Jump-Diffusion P...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Theorie
51
Theory
51
Russia
30
Russland
25
Volatility
25
Volatilität
25
Aktienmarkt
21
Capital income
21
Kapitaleinkommen
21
Stock market
21
ARCH model
19
ARCH-Modell
19
Portfolio selection
18
Portfolio-Management
18
Bank
15
Börsenkurs
15
Estimation
15
Schätzung
15
Share price
15
Time series analysis
15
Welt
15
World
15
Zeitreihenanalyse
15
Option pricing theory
14
Optionspreistheorie
14
Schätztheorie
14
Aktienindex
13
Stock index
12
Skewness
11
Statistical distribution
11
Statistische Verteilung
11
Deposit banking
10
Einlagengeschäft
10
France
10
Frankreich
10
Kurtosis
10
Anlageverhalten
8
Behavioural finance
8
Eastern Europe
8
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
9
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
13
French
1
Author
All
Rockinger, Michael
14
Jondeau, Eric
8
Holly, Alberto
3
Monfort, Alain
2
Poon, Ser-Huang
2
Tawn, Jonathan
2
Lahaye, Jérôme
1
Semenova, Maria
1
more ...
less ...
Institution
All
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Published in...
All
Journal of econometrics
2
Les cahiers de recherche / HEC Paris
2
Notes d'études et de recherche : NER
2
Banque de France Working Paper
1
Cahiers de recherches économiques
1
Discussion paper / Centre for Economic Policy Research
1
FAME research paper series
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of jump-diffusion processes via empirical characteristic functions
Rockinger, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003074581
Saved in:
2
Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto
;
Rockinger, Michael
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000738177
Saved in:
3
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
4
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
Saved in:
5
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
-
2001
Persistent link: https://www.econbiz.de/10001629391
Saved in:
6
Gram-Charlier densities
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
Saved in:
7
Entropy densities with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10001633716
Saved in:
8
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
9
Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael
;
Jondeau, Eric
-
2001
Persistent link: https://www.econbiz.de/10001539613
Saved in:
10
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->