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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~person:"Monfort, Alain"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätztheorie"
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Volatility
Maximum-Likelihood-Schätzung
Schätztheorie
Estimation theory
12
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6
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6
Nichtparametrisches Verfahren
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Monfort, Alain
Gouriéroux, Christian
26
Robert, Christian P.
19
Zakoïan, Jean-Michel
16
Francq, Christian
13
Jasiak, Joann
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Banque de France Working Paper
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
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Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
2
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
3
Multi-lag term structure models with stochastic risk premia
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003468040
Saved in:
4
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
5
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
6
Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
Saved in:
7
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
8
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
9
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952928
Saved in:
10
A reappraisal of misspecified econometric models
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000919751
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