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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Schätztheorie"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Probability theory"
~subject:"Stochastic process"
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Schätztheorie
Option pricing theory
Optionspreistheorie
Probability theory
Stochastic process
Theorie
229
Theory
229
Estimation theory
83
Statistical theory
26
Statistische Methodenlehre
26
Time series analysis
26
Zeitreihenanalyse
26
France
22
Frankreich
22
Estimation
19
Schätzung
19
Arbitrage
11
Chaos theory
10
Chaostheorie
10
Wahrscheinlichkeitsrechnung
10
Portfolio selection
8
Portfolio-Management
8
Financial market
7
Finanzmarkt
7
Stochastischer Prozess
7
Transaction costs
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Transaktionskosten
7
Adverse Selektion
6
Adverse selection
6
Derivat
6
Derivative
6
Incomplete market
6
Markov chain
6
Markov-Kette
6
Unvollkommener Markt
6
Volatility
6
Volatilität
6
Arbeitslosigkeit
5
Arbeitsmarkt
5
Asymmetric information
5
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Book / Working Paper
100
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Arbeitspapier
100
Working Paper
100
Graue Literatur
98
Non-commercial literature
98
Amtsdruckschrift
97
Government document
97
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English
93
French
7
Author
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Robert, Christian P.
15
Gouriéroux, Christian
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
6
Touzi, Nizar
6
Comte, Fabienne
5
Francq, Christian
5
Philippe, Anne
5
Renault, Eric
5
Berred, Alexandre M.
4
Darolles, Serge
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Scaillet, Olivier
4
Billio, Monica
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Pham, Huyên
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Broze, Laurence
2
Butucea, Cristina
2
Carassus, Laurence
2
Casella, George
2
Clément, Emmanuelle
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Gayraud, Ghislaine
2
Laurent, Jean-Paul
2
Leblanc, Boris
2
Mengersen, Kerrie
2
Rousseau, Judith
2
Smith, Richard J.
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
499
European journal of operational research : EJOR
491
Economics letters
480
Econometric theory
336
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Insurance / Mathematics & economics
255
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Finance and stochastics
213
Série des documents de travail / Centre de Recherche en Économie et Statistique
205
Discussion paper / Tinbergen Institute
200
Econometric reviews
197
International journal of theoretical and applied finance
195
Computers & operations research : and their applications to problems of world concern ; an international journal
152
Journal of applied econometrics
150
Journal of economic dynamics & control
149
Working paper / National Bureau of Economic Research, Inc.
148
International journal of production research
142
Journal of quantitative economics : official journal of the Indian Econometric Society
141
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
134
Operations research letters
130
The review of economics and statistics
130
Discussion paper / Center for Economic Research, Tilburg University
129
Operations research
128
Oxford bulletin of economics and statistics
106
Risks : open access journal
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
99
The journal of futures markets
97
CORE discussion paper : DP
95
Mathematics of operations research
95
Statistical papers
94
Management science : journal of the Institute for Operations Research and the Management Sciences
91
SFB 649 discussion paper
91
Journal of banking & finance
86
Applied mathematical finance
85
Journal of economic theory
85
The journal of computational finance
83
International journal of production economics
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
6
Functional law of the iterated logarithm for Kiefer processes
Menneteau, Ludovic
-
1998
Persistent link: https://www.econbiz.de/10000986279
Saved in:
7
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
8
The adaptive rate of convergence in a problem of pointwise density estimation
Butucea, Cristina
-
1998
Persistent link: https://www.econbiz.de/10000986959
Saved in:
9
A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves
-
1998
Persistent link: https://www.econbiz.de/10000986961
Saved in:
10
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
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