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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"United States"
~subject:"Volatilität"
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Estimation theory
Schätzung
United States
Volatilität
Theorie
609
Theory
609
Schätztheorie
155
Time series analysis
49
Zeitreihenanalyse
49
Statistical theory
45
Statistische Methodenlehre
45
France
40
Frankreich
40
Estimation
29
Stochastic process
28
Stochastischer Prozess
28
Markov chain
27
Markov-Kette
27
Sampling
24
Stichprobenerhebung
24
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Portfolio selection
19
Portfolio-Management
19
Arbeitslosigkeit
16
Option pricing theory
16
Optionspreistheorie
16
Unemployment
16
Asymmetric information
15
Asymmetrische Information
15
CAPM
15
Chaos theory
15
Chaostheorie
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Bayes-Statistik
14
Bayesian inference
14
USA
13
Yield curve
13
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Book / Working Paper
199
Type of publication (narrower categories)
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Arbeitspapier
199
Working Paper
199
Graue Literatur
193
Non-commercial literature
193
Amtsdruckschrift
166
Government document
166
Statistics
1
Statistik
1
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Language
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English
191
French
8
Author
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Gouriéroux, Christian
22
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Jasiak, Joann
10
Comte, Fabienne
7
Guerre, Emmanuel
7
Robin, Jean-Marc
7
Darolles, Serge
6
Ghysels, Eric
6
Monfort, Alain
6
Berred, Alexandre M.
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Hristache, Marian
5
Philippe, Anne
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Crépon, Bruno
4
Lardjane, Salim
4
Magnac, Thierry
4
Patilea, Valentin
4
Renault, Eric
4
Salanié, Bernard
4
Touzi, Nizar
4
Visser, Michael S.
4
Abowd, John M.
3
Bertail, Patrice
3
Casella, George
3
Gayraud, Ghislaine
3
Hardouin, C.
3
Kramarz, Francis
3
Laurent, Jean-Paul
3
Lieberman, Offer
3
Léorat, Guillaume
3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
1,787
Economics letters
790
NBER working paper series
673
Discussion paper / Centre for Economic Policy Research
664
Journal of econometrics
644
NBER Working Paper
597
Applied economics
506
Discussion paper series / IZA
456
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
444
Working paper
435
European journal of operational research : EJOR
383
CESifo working papers
377
The American economic review
362
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
The review of economics and statistics
353
American journal of agricultural economics
330
Journal of applied econometrics
324
Econometric theory
318
Journal of banking & finance
312
Discussion paper / Tinbergen Institute
304
Economic modelling
294
Journal of monetary economics
292
Journal of economic dynamics & control
289
Applied economics letters
279
The review of financial studies
272
The journal of finance : the journal of the American Finance Association
267
Journal of international money and finance
256
Discussion paper
249
Journal of financial economics
248
Econometric reviews
241
Europäische Hochschulschriften / 5
234
Journal of macroeconomics
229
Finance and economics discussion series
227
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Journal of political economy
214
Computers & operations research : and their applications to problems of world concern ; an international journal
211
Journal of money, credit and banking : JMCB
207
The economic journal : the journal of the Royal Economic Society
204
International economic review
196
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ECONIS (ZBW)
199
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1
War, taxes and trade
Auray, Stéphane
;
Eyqem, Aurélien
-
2014
Persistent link: https://www.econbiz.de/10010457131
Saved in:
2
Must-stock products
Choné, Philippe
;
Linnemer, Laurent
-
2014
Persistent link: https://www.econbiz.de/10010390374
Saved in:
3
The loss carry forward scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342673
Saved in:
4
Endogenous attrition in panels
Davezies, Laurent
;
D'Haultfœuille, Xavier
-
2013
Persistent link: https://www.econbiz.de/10010342739
Saved in:
5
Optimal redistributive taxation with both extensive and intensive responses
Jacquet, Laurence
;
Lehmann, Etienne
;
Van der Linden, Bruno
-
2010
Persistent link: https://www.econbiz.de/10009405991
Saved in:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
10
Asymptotic normality of frequency polygons for random fields
Carbon, Michel
-
2008
Persistent link: https://www.econbiz.de/10003755840
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