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~subject:"Volatilität"
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Volatilität
Theorie
87
Theory
85
Estimation theory
52
Schätztheorie
52
CAPM
30
Volatility
28
Method of moments
27
Momentenmethode
27
Time series analysis
21
Zeitreihenanalyse
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Stochastic process
20
Stochastischer Prozess
20
Option pricing theory
18
Optionspreistheorie
18
Induktive Statistik
14
Statistical inference
14
GMM
13
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Risikoprämie
9
Risk premium
9
ARCH model
8
ARCH-Modell
8
Causality analysis
8
Derivat
8
Derivative
8
Econometrics
8
Instrumental variables
8
Kausalanalyse
8
Portfolio-Management
8
Statistical test
8
Statistischer Test
8
Ökonometrie
8
Black-Scholes model
7
Black-Scholes-Modell
7
IV-Schätzung
7
Capital income
6
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Free
6
Undetermined
2
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Article
17
Book / Working Paper
11
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Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
8
Working Paper
8
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
3
Book section
3
Amtsdruckschrift
1
Collection of articles of several authors
1
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1
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1
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Language
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English
28
Author
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Renault, Eric
28
Werker, Bas J. M.
6
Garcia, René
5
Ghysels, Eric
4
Comte, Fabienne
3
Meddahi, Nour
3
Touzi, Nizar
3
Doz, Catherine
2
Harvey, Andrew C.
2
Li, Yingying
2
Mykland, Per A.
2
Pastorello, Sergio
2
Sarisoy, Cisil
2
Zhang, Lan
2
Zheng, Xinghua
2
Cheng, Xu
1
Coutin, Laure
1
Frazier, David T.
1
Han, Hyojin
1
Khrapov, Stanislav
1
Lewis, Marc-André
1
Rodrigues, Paulo M. M.
1
Sangrey, Paul
1
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Center for Economic Research <Tilburg>
2
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Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric 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
Documents de travail / THEMA
1
Econometric reviews
1
Economics letters
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Statistical methods in finance
1
Tools and techniques
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
28
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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
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
5
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
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:
8
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
9
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:
10
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
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