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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Option pricing theory"
~subject:"Volatility"
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Schätztheorie
Option pricing theory
Volatility
Theorie
2,158
Theory
2,158
Estimation theory
406
Spieltheorie
222
Game theory
219
Time series analysis
162
Zeitreihenanalyse
162
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Estimation
127
Schätzung
127
USA
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United States
121
Statistical theory
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Statistische Methodenlehre
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Härdle, Wolfgang
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Andrews, Donald W. K.
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Newey, Whitney K.
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Robert, Christian P.
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Horowitz, Joel
11
Phillips, Peter C. B.
9
Spokojnyj, Vladimir G.
9
Zakoïan, Jean-Michel
8
Francq, Christian
7
Guégan, Dominique
7
Robinson, Peter M.
7
Breitung, Jörg
6
Imbens, Guido
6
Monfort, Alain
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Smith, Richard J.
6
Butucea, Cristina
5
Comte, Fabienne
5
Ghysels, Eric
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Jasiak, Joann
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Kim, Woocheol
5
Lewbel, Arthur
5
Philippe, Anne
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Delecroix, Michel
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Guerre, Emmanuel
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Herwartz, Helmut
4
Kitamura, Yuichi
4
Küchler, Uwe
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Renault, Eric
4
Rieder, Helmut
4
Robin, Jean-Marc
4
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
491
Economics letters
465
Econometric theory
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Working paper / National Bureau of Economic Research, Inc.
260
Mathematical finance : an international journal of mathematics, statistics and financial theory
224
Econometric reviews
178
Série des documents de travail / Centre de Recherche en Économie et Statistique
175
NBER working paper series
174
Journal of applied econometrics
166
Journal of banking & finance
157
NBER Working Paper
155
Discussion paper / Tinbergen Institute
154
International journal of theoretical and applied finance
154
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Journal of economic dynamics & control
139
Finance and stochastics
138
The review of economics and statistics
131
The journal of futures markets
117
Discussion paper / Centre for Economic Policy Research
116
Oxford bulletin of economics and statistics
111
Applied economics
107
The review of financial studies
106
Working paper
104
Journal of forecasting
102
Journal of financial economics
101
The journal of derivatives : the official publication of the International Association of Financial Engineers
101
Discussion paper / Center for Economic Research, Tilburg University
100
Journal of empirical finance
99
Journal of international money and finance
96
International journal of forecasting
94
Applied mathematical finance
93
The journal of finance : the journal of the American Finance Association
93
Economic modelling
92
CORE discussion paper : DP
88
SFB 649 discussion paper
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
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ECONIS (ZBW)
459
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1
Uncertainty and unemployment
Schaal, Edouard
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
6
,
pp. 1675-1721
Persistent link: https://www.econbiz.de/10011791618
Saved in:
2
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
3
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
4
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
5
Intersection bounds : estimation and inference
Chernozhukov, Victor
;
Lee, Sokbae
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 667-737
Persistent link: https://www.econbiz.de/10009752302
Saved in:
6
Nonparametric estimation in random coefficients binary choice models
Gautier, Eric
;
Kitamura, Yuichi
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
2
,
pp. 581-607
Persistent link: https://www.econbiz.de/10009752306
Saved in:
7
Robustness, infinitesimal, neighborhoods, and moment restrictions
Kitamura, Yuichi
;
Otsu, Taisuke
;
Evdokimov, Kirill
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10009763128
Saved in:
8
Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2303-2319
Persistent link: https://www.econbiz.de/10009665454
Saved in:
9
Partial distributional policy effects
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2269-2301
Persistent link: https://www.econbiz.de/10009665457
Saved in:
10
Constrained optimization approaches to estimation of structural models
Su, Che-Lin
;
Judd, Kenneth L.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2213-2230
Persistent link: https://www.econbiz.de/10009665464
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