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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 / Tinbergen Institute / Tinbergen Institute"
~subject:"Financial market"
~subject:"Time series analysis"
~type:"book"
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Schätztheorie
Financial market
Time series analysis
Theorie
575
Theory
575
Estimation theory
118
Zeitreihenanalyse
45
Mathematical programming
31
Mathematische Optimierung
31
Probability theory
30
Statistical theory
30
Statistische Methodenlehre
30
Wahrscheinlichkeitsrechnung
30
Estimation
24
Schätzung
24
Game theory
23
Spieltheorie
23
France
22
Frankreich
22
Sampling
14
Stichprobenerhebung
14
Volatility
14
Volatilität
14
Experiment
12
Finanzmarkt
12
Arbitrage
11
Chaos theory
11
Chaostheorie
11
Environmental economics
11
Equilibrium theory
11
Gleichgewichtstheorie
11
Umweltökonomik
11
Externalities
10
Externer Effekt
10
Netherlands
10
Niederlande
10
Option pricing theory
10
Optionspreistheorie
10
Portfolio selection
10
Portfolio-Management
10
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Arbeitspapier
153
Working Paper
153
Graue Literatur
150
Non-commercial literature
150
Amtsdruckschrift
100
Government document
100
Language
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English
147
French
6
Author
All
Gouriéroux, Christian
12
Guégan, Dominique
12
Robert, Christian P.
12
Comte, Fabienne
7
Franses, Philip Hans
7
Zakoïan, Jean-Michel
6
Francq, Christian
5
Guerre, Emmanuel
5
Jouini, Elyès
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Dijk, Herman K. van
4
Ghysels, Eric
4
Haan, Laurens de
4
Jasiak, Joann
4
Kleibergen, Frank
4
Koehl, Pierre-François
4
Renault, Eric
4
Robin, Jean-Marc
4
Touzi, Nizar
4
Vries, Casper G. de
4
Billio, Monica
3
Daníelsson, Jón
3
Darolles, Serge
3
Hardouin, C.
3
Hoek, Henk
3
Lucas, André
3
Léorat, Guillaume
3
Ridder, Geert
3
Sneek, Kees
3
Abowd, John M.
2
Bizid, Abdelhamid
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Cramer, Jan S.
2
Crépon, Bruno
2
Delecroix, Michel
2
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper / National Bureau of Economic Research, Inc.
303
Discussion paper / Tinbergen Institute
249
NBER working paper series
231
NBER Working Paper
207
Série des documents de travail / Centre de Recherche en Économie et Statistique
191
Discussion paper / Centre for Economic Policy Research
153
Working paper
142
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
133
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
130
Discussion paper / Center for Economic Research, Tilburg University
126
CORE discussion paper : DP
114
CESifo working papers
108
Cowles Foundation discussion paper
97
Working paper / Department of Econometrics and Business Statistics, Monash University
94
Discussion paper
88
Europäische Hochschulschriften / 5
87
SFB 649 discussion paper
86
Working paper series
83
CREATES research paper
80
EUI working paper / ECO
75
SpringerLink / Bücher
72
Technical working paper / National Bureau of Economic Research
66
Discussion paper / Department of Economics, University of California San Diego
62
Discussion paper series / IZA
60
Working paper series / European Central Bank
60
Discussion papers of interdisciplinary research project 373
59
Staff working paper / Bank of Canada
59
Report / Econometric Institute, Erasmus University Rotterdam
57
IMF working papers
55
Discussion papers / CEPR
54
IMF working paper
52
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
51
Finance and economics discussion series
49
Working papers
48
Reihe Quantitative Ökonomie : Ökon
45
Cambridge working papers in economics
44
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
42
Discussion papers in economics
41
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ECONIS (ZBW)
153
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
3
Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank
;
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000981254
Saved in:
4
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
5
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
6
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
7
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
8
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
9
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
10
Can relationship banking survive competition?
Boot, Arnoud W. A.
;
Thakor, Anjan V.
-
1998
Persistent link: https://www.econbiz.de/10000984707
Saved in:
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