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~subject:"Method of moments"
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Method of moments
Theorie
170
Theory
167
CAPM
70
Capital income
60
Kapitaleinkommen
60
Estimation theory
54
Schätztheorie
54
Volatilität
52
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51
Risikoprämie
45
Risk premium
44
Stochastic process
35
Stochastischer Prozess
35
Risiko
33
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32
Börsenkurs
30
Estimation
30
Schätzung
30
Share price
30
Time series analysis
30
Zeitreihenanalyse
30
Portfolio-Management
27
USA
27
Option pricing theory
26
Optionspreistheorie
26
Portfolio selection
25
United States
25
Momentenmethode
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Finanzmarkt
17
Forecasting model
17
Prognoseverfahren
17
Financial markets
16
Risk aversion
16
Financial market
15
Risikoaversion
15
Statistical distribution
15
Statistische Verteilung
15
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3
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Article
15
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7
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Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
6
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6
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6
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6
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1
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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
1
Patilea, Valentin
1
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Econometric reviews
4
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an international 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)
22
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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:
2
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
3
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:
4
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
5
Efficient derivate pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10003333856
Saved in:
6
Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
Carrasco, Marine
;
Florens, Jean-Pierre
;
Renault, Eric
-
2007
Persistent link: https://www.econbiz.de/10003601891
Saved in:
7
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
Saved in:
8
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:
9
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
10
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
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