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subject:"Volatilität"
type_genre:"Working Paper"
~type:"book"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
236
Schätztheorie
236
Theorie
155
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155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
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11
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11
Statistical distribution
10
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10
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Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
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5
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5
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5
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5
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5
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4
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4
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English
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Gouriéroux, Christian
3
Jasiak, Joann
3
Bertholon, Henri
1
Ghysels, Eric
1
Monfort, Alain
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Pegoraro, Fulvio
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
9
Working papers
7
Documento de trabajo
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
GRIPS discussion papers
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
KBI
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Research paper series / Swiss Finance Institute
4
Working papers / Rutgers University, Department of Economics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Série des documents de travail
3
Technical working paper / National Bureau of Economic Research
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Rodney L. White Center for Financial Research
3
CEA_372Cass working paper series
2
CESifo working papers
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion paper in financial economics : FE
2
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Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
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2
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
3
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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