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Volatility
Theorie
427
Theory
424
Estimation theory
186
Schätztheorie
186
Time series analysis
127
Zeitreihenanalyse
127
Volatilität
92
Prognoseverfahren
83
Forecasting model
82
CAPM
81
Estimation
81
Schätzung
81
Yield curve
66
Zinsstruktur
66
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54
Kreditrisiko
54
USA
54
United States
53
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51
Portfolio selection
49
Econometrics
46
Stochastic process
46
Stochastischer Prozess
46
Risikoprämie
45
Risk premium
44
Ökonometrie
44
Börsenkurs
42
Share price
42
Option pricing theory
40
Optionspreistheorie
40
Capital income
37
Derivat
37
Derivative
37
Kapitaleinkommen
37
Method of moments
35
Momentenmethode
35
Risiko
34
Risk
33
ECONOMETRICS
31
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Free
28
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14
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Article
49
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45
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44
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29
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English
92
French
1
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1
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Ghysels, Eric
51
Renault, Eric
28
Gouriéroux, Christian
19
Jasiak, Joann
14
Monfort, Alain
8
Andreou, Elena
7
Werker, Bas J. M.
6
Garcia, René
5
Valkanov, Rossen I.
5
Wang, Fangfang
5
Engle, Robert F.
4
Santa-Clara, Pedro
4
Bertholon, Henri
3
Chen, Xilong
3
Comte, Fabienne
3
Fleming, Michael J.
3
Meddahi, Nour
3
Pegoraro, Fulvio
3
Sinko, Arthur
3
Sufana, Razvan
3
Touzi, Nizar
3
Valkanov, Rossen
3
Chernov, Mikhail
2
Dossani, Asad
2
Doz, Catherine
2
Gagliardini, Patrick
2
Harvey, Andrew C.
2
Li, Yingying
2
Mykland, Per A.
2
Nguyen, Giang
2
Nguyen, Giang H.
2
Pastorello, Sergio
2
Plazzi, Alberto
2
Sarisoy, Cisil
2
Sohn, Bumjean
2
Zhang, Lan
2
Zheng, Xinghua
2
Andreou, Alena
1
Bossaerts, Peter L.
1
Chabot, Benjamin
1
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Center for Economic Research <Tilburg>
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
National Bureau of Economic Research
1
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Journal of econometrics
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Série des documents de travail
3
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Centre for Economic Policy Research
2
Research paper series / Swiss Finance Institute
2
Working paper / National Bureau of Economic Research, Inc.
2
Annals of finance
1
Banque de France Working Paper
1
CIRANO Working Papers
1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion papers / CEPR
1
Documents de travail / Banque de France
1
Documents de travail / THEMA
1
Econometric Reviews
1
Econometric analysis of financial and economic time series ; part a
1
Economics letters
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Kenan Institute of Private Enterprise Research Paper
1
Les notes d'études et de recherche : NER
1
NBER Working Paper
1
NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
Staff reports / Federal Reserve Bank of New York
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The review of economics and statistics
1
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ECONIS (ZBW)
92
RePEc
2
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1
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
2
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
3
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
4
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
5
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
6
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
7
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
8
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
9
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
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