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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Renault, Eric"
~subject:"Option pricing theory"
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Schätztheorie
Option pricing theory
Theorie
14
Theory
14
Optionspreistheorie
5
Time series analysis
4
Zeitreihenanalyse
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Econometrics
2
Estimation theory
2
Method of moments
2
Momentenmethode
2
Risikoprämie
2
Risk premium
2
Volatility
2
Volatilität
2
Ökonometrie
2
Factor analysis
1
Faktorenanalyse
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Instrumental variables
1
Markov chain
1
Markov-Kette
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Probability theory
1
Regression analysis
1
Regressionsanalyse
1
Statistical theory
1
Statistische Methodenlehre
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Wahrscheinlichkeitsrechnung
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English
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Renault, Eric
Gouriéroux, Christian
18
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Monfort, Alain
8
Scaillet, Olivier
8
Jasiak, Joann
7
Comte, Fabienne
6
Darolles, Serge
6
Berred, Alexandre M.
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Ghysels, Eric
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Touzi, Nizar
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Laurent, Jean-Paul
4
Patilea, Valentin
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Clément, Emmanuelle
3
Crépon, Bruno
3
Dufour, Jean-Marie
3
Garcia, René
3
Gayraud, Ghislaine
3
Hall, Alastair R.
3
Hardouin, C.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Pham, Huyên
3
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
International economic review
Série des documents de travail / Centre de Recherche en Économie et Statistique
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CORE discussion paper : DP
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Handbook of econometrics ; Vol. 6B
1
Journal of econometrics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
The Canadian journal of economics
1
Tools and techniques
1
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ECONIS (ZBW)
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1
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
2
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
3
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
4
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
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