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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~subject:"Theorie"
~type_genre:"Working Paper"
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Volatility
Theorie
Estimation theory
236
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236
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155
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27
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27
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22
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Gouriéroux, Christian
17
Robert, Christian P.
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Zakoïan, Jean-Michel
11
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Guégan, Dominique
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Jasiak, Joann
8
Monfort, Alain
7
Comte, Fabienne
6
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5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
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Rousseau, Judith
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Scaillet, Olivier
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Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
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Lardjane, Salim
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Patilea, Valentin
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Bertail, Patrice
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Blundell, Richard W.
3
Casella, George
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Crépon, Bruno
3
Gayraud, Ghislaine
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Ghysels, Eric
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Hardouin, C.
3
Lieberman, Offer
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Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
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2
Baraud, Yannick
2
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2
Clément, Emmanuelle
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Quantitative finance
Discussion paper / Tinbergen Institute
98
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
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82
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77
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54
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36
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / A
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Working papers / Rutgers University, Department of Economics
22
Working papers in econometrics and applied statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers in economics
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19
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Dresdner Beiträge zu quantitativen Verfahren
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
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1
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
2
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
3
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
4
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
5
Asymptotic normality of frequency polygons for random fields
Carbon, Michel
-
2008
Persistent link: https://www.econbiz.de/10003755840
Saved in:
6
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
7
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
8
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
9
Nonlinear censored regression using synthetic data
Delecroix, Michel
;
Lopez, Olivier
;
Patilea, Valentin
-
2006
Persistent link: https://www.econbiz.de/10003390781
Saved in:
10
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
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