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~subject:"Schätztheorie"
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Testing for Common Roots.
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Schätztheorie
Theorie
107
Theory
105
Estimation theory
49
CAPM
32
Volatilität
32
Volatility
31
Time series analysis
26
Zeitreihenanalyse
26
Stochastic process
23
Stochastischer Prozess
23
Method of moments
22
Momentenmethode
22
Option pricing theory
20
Optionspreistheorie
20
Econometrics
12
GMM
12
Risikoprämie
12
Induktive Statistik
11
Kreditrisiko
11
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11
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11
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10
Derivative
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
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10
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10
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10
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9
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8
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8
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8
Causality analysis
8
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8
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8
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8
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8
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8
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8
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28
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English
46
French
3
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Renault, Eric
40
Gourieroux, Christian
8
Gouriéroux, Christian
8
Monfort, Alain
8
Frazier, David T.
6
Antoine, Bertille
4
Chaudhuri, Saraswata
4
Florens, Jean-Pierre
4
Carrasco, Marine
3
Jasiak, Joann
3
Pastorello, Sergio
3
Veredas, David
3
Halbleib, Roxana
2
Kristensen, Dennis
2
Patilea, Valentin
2
Sarisoy, Cisil
2
Touzi, Nizar
2
Vuong, Quang
2
Werker, Bas J. M.
2
Bonnal, Hélène
1
Chaudhuriy, Saraswata
1
Chesher, Andrew
1
Czellar, Veronika
1
Darolles, Serge
1
Dhaene, G.
1
Doz, Catherine
1
Fan, Yanqin
1
Garcia, René
1
Han, Hyojin
1
Kouki, Mokhtar
1
Lu, Yang
1
Park, Sang Soo
1
Rochet, Jean-Charles
1
Scaillet, O.
1
Sekkat, Khalid
1
Szafarz, Ariane
1
Wahlstrom, Oscar
1
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Journal of econometrics
7
Econometric reviews
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Themes in modern econometrics
2
Warwick economic research papers
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CORE discussion paper : DP
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
1
Documents de travail / THEMA
1
Econometric theory
1
Econometrics : open access journal
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of econometrics : volume 6B
1
Handbook of econometrics ; Vol. 6B
1
Handbook of empirical economics and finance
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of productivity analysis
1
Journal of time series econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Quantitative economics : QE ; journal of the Econometric Society
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
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ECONIS (ZBW)
49
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1
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
2
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
3
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
4
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
5
Continuously updated extremum estimators
Patilea, Valentin
-
1997
Persistent link: https://www.econbiz.de/10000976280
Saved in:
6
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
7
Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
1990
Persistent link: https://www.econbiz.de/10000816420
Saved in:
8
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
9
Les techniques quantitatives de la gestion de portefeuille
Renault, Eric
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10001337582
Saved in:
10
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
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