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subject:"Volatility"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Core"
~subject:"Probability theory"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Probability theory
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
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22
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11
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11
Statistical distribution
10
Statistical theory
10
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10
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10
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9
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Maximum likelihood estimation
9
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9
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Gouriéroux, Christian
8
Jasiak, Joann
5
Monfort, Alain
3
Bertholon, Henri
1
Bolduc, Denis
1
Casella, George
1
Dabo-Niang, Sophie
1
Darolles, Serge
1
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Ghysels, Eric
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Joutard, Cyrille
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Laurent, Jean-Paul
1
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Robert, Christian P.
1
Rosenbaum, Mathieu
1
Scaillet, Olivier
1
Sufana, Razvan
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Discussion paper / Tinbergen Institute
46
Economics letters
41
Econometric reviews
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
International journal of forecasting
26
Econometric theory
25
Journal of empirical finance
21
CREATES research paper
18
Economic modelling
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
European journal of operational research : EJOR
16
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
The econometrics journal
16
Discussion paper / Center for Economic Research, Tilburg University
15
NBER Working Paper
15
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Insurance / Mathematics & economics
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Cowles Foundation discussion paper
11
Econometrics : open access journal
11
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Technical working paper / National Bureau of Economic Research
10
Working paper
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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ECONIS (ZBW)
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1
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
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
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
4
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:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Sharp large deviations in nonparametric estimation
Joutard, Cyrille
-
2002
Persistent link: https://www.econbiz.de/10001720949
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
Saved in:
9
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
10
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
11
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
12
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
13
Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim
-
1999
Persistent link: https://www.econbiz.de/10001430382
Saved in:
14
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
15
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
16
A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
Bolduc, Denis
-
1994
Persistent link: https://www.econbiz.de/10000890169
Saved in:
17
Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R.
-
1994
Persistent link: https://www.econbiz.de/10000895467
Saved in:
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