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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Gouriéroux, Christian"
~person:"Sentana, Enrique"
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Estimation theory
Schätzung
Schätztheorie
13
Theorie
11
Theory
11
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
1
Einheitswurzeltest
1
Estimation
1
Financial market
1
Finanzmarkt
1
France
1
Frankreich
1
Hedging
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option pricing theory
1
Optionspreistheorie
1
Probability theory
1
Share price
1
Statistical theory
1
Statistische Methodenlehre
1
Unit root test
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
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Book / Working Paper
13
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Working Paper
13
Amtsdruckschrift
11
Government document
11
Graue Literatur
11
Non-commercial literature
11
Language
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English
11
French
2
Author
All
Gouriéroux, Christian
Sentana, Enrique
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
7
Monfort, Alain
6
Francq, Christian
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Broze, Laurence
3
Darolles, Serge
3
Ghysels, Eric
3
Hardouin, C.
3
Léorat, Guillaume
3
Scaillet, Olivier
3
Smith, Richard J.
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Renault, Eric
2
Rousseau, Judith
2
Touzi, Nizar
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
Baraud, Yannick
1
Berger, James O.
1
Bertail, Patrice
1
Bisaglia, Luisa
1
Bolduc, Denis
1
Bonneu, M.
1
Breitung, Jörg
1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
CEMFI working paper
21
Journal of econometrics
17
Série des documents de travail
11
Annales d'économie et de statistique
5
Documento de trabajo / Centro de Estudios Monetarios y Financieros
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Discussion papers / CEPR
4
Econometric theory
4
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
4
Discussion paper / Centre for Economic Policy Research
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Annals of economics and statistics
2
DISIA working paper
2
Discussion paper / Tinbergen Institute
2
Discussion papers of interdisciplinary research project 373
2
L' Actualité économique : revue trimest.
2
SERIEs : Journal of the Spanish Economic Association
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
Working papers
2
A discusión : trabajos en curso ; working papers
1
CORE discussion paper : DP
1
Cahier scientifique
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / LSE Financial Markets Group
1
Duration transition and count data models
1
Econometric analysis of financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Econométrie non linéaire asymptotique
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
13
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1
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
2
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
3
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
6
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000975628
Saved in:
7
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
8
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
9
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
Saved in:
10
Estimation of a dynamic hedge
Gouriéroux, Christian
;
Laurent, Jean-Paul
-
1996
Persistent link: https://www.econbiz.de/10000950710
Saved in:
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