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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Econometrics : open access journal"
~subject:"Stochastischer Prozess"
~type_genre:"Amtsdruckschrift"
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Volatility
Stochastischer Prozess
Estimation theory
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20
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Dauxois, Jean-Yves
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Ghysels, Eric
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Kirmani, Syed N. U. A.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometrics : open access journal
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
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Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
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2
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
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3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
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