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subject:"Estimation theory"
subject:"Schätzung"
~person:"Touzi, Nizar"
~type_genre:"Graue Literatur"
~type_genre:"Statistik"
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Estimation theory
Schätzung
Theorie
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Option pricing theory
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Optionspreistheorie
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3
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Stochastic process
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Nichtparametrisches Verfahren
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Touzi, Nizar
Härdle, Wolfgang
88
Pesaran, M. Hashem
64
Caporale, Guglielmo Maria
40
Gil-Alaña, Luis A.
39
Heckman, James J.
39
Franses, Philip Hans
34
Marcellino, Massimiliano
33
Hautsch, Nikolaus
29
Phillips, Peter C. B.
29
Kilian, Lutz
28
Koopman, Siem Jan
26
Berg, Gerard J. van den
25
Imbens, Guido
25
Maravall Herrero, Agustín
25
Swanson, Norman R.
25
Gouriéroux, Christian
24
Lucas, André
24
McAleer, Michael
24
Blundell, Richard W.
23
Brännäs, Kurt
23
Linton, Oliver
22
Polasek, Wolfgang
22
Rubio-Ramírez, Juan Francisco
22
Herwartz, Helmut
21
Dijk, Herman K. van
20
Egger, Peter
20
Kohn, Robert
20
Stahlecker, Peter
20
Angrist, Joshua D.
19
Dustmann, Christian
19
Jenkins, Stephen
19
Kaiser, Ulrich
19
Kleibergen, Frank
19
Lütkepohl, Helmut
19
Breitung, Jörg
18
Schorfheide, Frank
18
Spokojnyj, Vladimir G.
18
Timmermann, Allan
18
Diebold, Francis X.
17
Jordà, Òscar
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
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ECONIS (ZBW)
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1
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
2
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
3
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
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