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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:"Portfolio selection"
~subject:"Probability theory"
~subject:"Stochastic process"
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Schätztheorie
Option pricing theory
Portfolio selection
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
Optionspreistheorie
8
Portfolio-Management
8
Financial market
7
Finanzmarkt
7
Stochastischer Prozess
7
Transaction costs
7
Transaktionskosten
7
Adverse Selektion
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Adverse selection
6
Derivat
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Derivative
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Incomplete market
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Markov chain
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Markov-Kette
6
Unvollkommener Markt
6
Volatility
6
Volatilität
6
Arbeitslosigkeit
5
Arbeitsmarkt
5
Asymmetric information
5
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108
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108
Working Paper
108
Graue Literatur
105
Non-commercial literature
105
Amtsdruckschrift
104
Government document
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100
French
8
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Gouriéroux, Christian
15
Robert, Christian P.
15
Guégan, Dominique
7
Monfort, Alain
7
Touzi, Nizar
7
Zakoïan, Jean-Michel
7
Comte, Fabienne
5
Francq, Christian
5
Philippe, Anne
5
Renault, Eric
5
Berred, Alexandre M.
4
Darolles, Serge
4
Jasiak, Joann
4
Koehl, Pierre-François
4
Pham, Huyên
4
Robin, Jean-Marc
4
Scaillet, Olivier
4
Billio, Monica
3
Carassus, Laurence
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Jouini, Elyès
3
Léorat, Guillaume
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Broze, Laurence
2
Butucea, Cristina
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
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
European journal of operational research : EJOR
710
Economics letters
558
Journal of econometrics
526
Insurance / Mathematics & economics
458
Mathematical finance : an international journal of mathematics, statistics and financial theory
368
Econometric theory
337
Working paper / National Bureau of Economic Research, Inc.
337
Finance and stochastics
332
Journal of banking & finance
311
International journal of theoretical and applied finance
308
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
305
Journal of economic dynamics & control
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
286
NBER working paper series
278
Discussion paper / Tinbergen Institute
252
NBER Working Paper
231
Série des documents de travail / Centre de Recherche en Économie et Statistique
222
Econometric reviews
202
Computers & operations research : and their applications to problems of world concern ; an international journal
185
Risks : open access journal
185
Management science : journal of the Institute for Operations Research and the Management Sciences
179
Finance research letters
176
Operations research letters
168
Discussion paper / Center for Economic Research, Tilburg University
166
Operations research
164
The review of financial studies
164
The journal of finance : the journal of the American Finance Association
162
Journal of applied econometrics
158
Quantitative finance
153
Research paper series / Swiss Finance Institute
149
Discussion paper / Centre for Economic Policy Research
147
International journal of production research
145
Journal of economic theory
145
Journal of quantitative economics : official journal of the Indian Econometric Society
145
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
142
Journal of financial economics
142
The review of economics and statistics
136
Economic modelling
135
The journal of futures markets
134
Journal of empirical finance
130
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ECONIS (ZBW)
108
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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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