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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~subject:"Core"
~subject:"Markov chain"
~subject:"Probability theory"
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Volatility
Core
Markov chain
Probability theory
Estimation theory
236
Schätztheorie
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Theorie
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Time series analysis
27
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Gouriéroux, Christian
8
Jasiak, Joann
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Bertail, Patrice
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Clémençon, Stéphan
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1
Bolduc, Denis
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Discussion paper / Tinbergen Institute
52
Economics letters
47
Econometric reviews
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
International journal of forecasting
30
Econometric theory
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of empirical finance
22
European journal of operational research : EJOR
21
CREATES research paper
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Economic modelling
18
Journal of forecasting
18
NBER Working Paper
18
The econometrics journal
18
Quantitative finance
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Statistics in transition : an international journal of the Polish Statistical Association
17
Finance research letters
16
Discussion paper / Center for Economic Research, Tilburg University
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Journal of financial econometrics
14
Econometrics : open access journal
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Computational economics
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Cowles Foundation discussion paper
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Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of the American Statistical Association : JASA
11
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working paper
11
Working papers
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ECONIS (ZBW)
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1
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
2
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
3
(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:
4
A storage model with random release rate for modelling exposure to food contaminants
Bertail, Patrice
;
Clémençon, Stéphan
;
Tressou, Jessica
-
2006
Persistent link: https://www.econbiz.de/10003447900
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
Approximate regnerative-block bootstrap for Markov chains : some simulation studies
Bertail, Patrice
;
Clémençon, Stéphan
-
2006
Persistent link: https://www.econbiz.de/10003422297
Saved in:
7
Econometrics of individual labor market transitions
Fougère, Denis
;
Kamionka, Thierry
-
2005
Persistent link: https://www.econbiz.de/10003281519
Saved in:
8
Regeneration-based statistics for Harris recurrent Markov chains
Bertail, Patrice
;
Clémençon, Stéphan
-
2005
Persistent link: https://www.econbiz.de/10003189135
Saved in:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel
-
2004
Persistent link: https://www.econbiz.de/10002554161
Saved in:
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