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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
108
Theory
106
Estimation theory
49
Schätztheorie
49
CAPM
32
Volatilität
32
Volatility
31
Time series analysis
26
Zeitreihenanalyse
26
Stochastic process
23
Method of moments
22
Momentenmethode
22
Option pricing theory
20
Optionspreistheorie
20
Econometrics
12
GMM
12
Risikoprämie
12
Induktive Statistik
11
Kreditrisiko
11
Statistical inference
11
Ökonometrie
11
Derivat
10
Derivative
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Probability theory
10
Risk premium
10
Wahrscheinlichkeitsrechnung
10
Portfolio-Management
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
8
Causality analysis
8
Instrumental variables
8
Kausalanalyse
8
Risiko
8
Risk
8
Share price
8
Statistical theory
8
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7
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12
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11
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9
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9
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7
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7
Graue Literatur
4
Non-commercial literature
4
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2
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2
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2
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English
23
Author
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Renault, Eric
20
Garcia, René
6
Comte, Fabienne
3
Gourieroux, Christian
3
Lu, Yang
3
Pastorello, Sergio
3
Touzi, Nizar
3
Ghysels, Eric
2
Luger, Richard
2
Chabi-Yo, Fousseni
1
Cheng, Xu
1
Coutin, Laure
1
Doz, Catherine
1
Dridi, Ramdan
1
Frazier, David T.
1
Guay, Alain
1
Harvey, Andrew C.
1
Lewis, Marc-André
1
Meddahi, Nour
1
Sangrey, Paul
1
Werker, Bas J. M.
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of finance
1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative economics : QE ; journal of the Econometric Society
1
Tools and techniques
1
Working paper / Bank of Canada
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
23
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1
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:
2
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
3
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:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
6
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
7
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
8
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
9
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
10
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
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