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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~subject:"Core"
~subject:"Probability theory"
~subject:"Zeitreihenanalyse"
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Volatility
Core
Probability theory
Zeitreihenanalyse
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
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11
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11
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10
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10
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Gouriéroux, Christian
13
Jasiak, Joann
7
Guégan, Dominique
4
Monfort, Alain
4
Broze, Laurence
3
Comte, Fabienne
3
Scaillet, Olivier
3
Zakoïan, Jean-Michel
3
Darolles, Serge
2
Fermanian, Jean-David
2
Francq, Christian
2
Ghysels, Eric
2
Guerre, Emmanuel
2
Hardouin, C.
2
Bardet, Jean-Marc
1
Bertholon, Henri
1
Billio, Monica
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Breitung, Jörg
1
Burridge, Peter
1
Casella, George
1
Dabo-Niang, Sophie
1
Delecroix, Michel
1
Doukhan, Paul
1
Dupuis, Jérôme A.
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Entorf, Horst
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Hili, O.
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Econometric theory
179
Economics letters
169
Discussion paper / Tinbergen Institute
124
Econometric reviews
110
International journal of forecasting
78
CREATES research paper
67
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Journal of forecasting
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
55
Econometrics : open access journal
53
NBER Working Paper
51
Cowles Foundation discussion paper
49
The econometrics journal
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Economic modelling
45
Journal of the American Statistical Association : JASA
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
39
Journal of empirical finance
39
Computational economics
37
Discussion paper / Center for Economic Research, Tilburg University
35
EUI working paper / ECO
34
Journal of applied econometrics
34
SFB 649 discussion paper
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
NBER working paper series
32
Report / Econometric Institute, Erasmus University Rotterdam
29
Technical working paper / National Bureau of Economic Research
28
Discussion paper
27
NBER technical working paper series
27
Working paper
27
Oxford bulletin of economics and statistics
26
Working paper / National Bureau of Economic Research, Inc.
26
LSE STICERD Research Paper
25
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ECONIS (ZBW)
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc
;
Doukhan, Paul
;
León, José-Raphael
-
2005
Persistent link: https://www.econbiz.de/10003333894
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
9
Sharp large deviations in nonparametric estimation
Joutard, Cyrille
-
2002
Persistent link: https://www.econbiz.de/10001720949
Saved in:
10
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
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