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~subject:"Method of moments"
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Method of moments
Theorie
168
Theory
165
CAPM
68
Capital income
58
Kapitaleinkommen
58
Estimation theory
54
Schätztheorie
54
Volatilität
52
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51
Risikoprämie
43
Risk premium
42
Stochastic process
35
Stochastischer Prozess
35
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32
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31
Time series analysis
30
Zeitreihenanalyse
30
Börsenkurs
29
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29
Estimation
27
Schätzung
27
USA
27
Option pricing theory
26
Optionspreistheorie
26
Portfolio-Management
26
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25
Portfolio selection
24
Momentenmethode
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Finanzmarkt
17
Financial markets
16
Forecasting model
16
Prognoseverfahren
16
Risk aversion
16
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15
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15
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15
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15
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15
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13
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6
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English
22
Author
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Renault, Eric
21
Gagliardini, Patrick
6
Gouriéroux, Christian
6
Antoine, Bertille
4
Carrasco, Marine
2
Chaudhuri, Saraswata
2
Dovonon, Prosper
2
Doz, Catherine
2
Florens, Jean-Pierre
2
Pastorello, Sergio
2
Almeida, Caio
1
Bonnal, Hélène
1
Fan, Yanqin
1
Garcia, René
1
Han, Hyojin
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Econometric reviews
4
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
The econometrics journal
2
CEA_372Cass working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Documents de travail / THEMA
1
Handbook of econometrics : volume 6B
1
Handbook of econometrics ; Vol. 6B
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
2
Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
Saved in:
3
Identification strength with a large number of moments
Han, Hyojin
;
Renault, Eric
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
Saved in:
4
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
5
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
6
Conditionaly heteroskedastic factor models : identification and instrumental variables estmation
Doz, Catherine
(
contributor
);
Renault, Eric
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002439973
Saved in:
7
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
8
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
9
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
10
On the efficient use of the informational content of estimating equations : implied probabilities and Euclidean empirical likelihood
Antoine, Bertille
;
Bonnal, Hélène
;
Renault, Eric
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 461-487
Persistent link: https://www.econbiz.de/10003464276
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