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subject:"Volatility"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Frankreich"
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Search: subject_exact:"Estimation theory"
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Volatility
Frankreich
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
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
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Chaos theory
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12
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Gouriéroux, Christian
4
Jasiak, Joann
4
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1
Adda, Jérôme
1
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1
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1
Bertholon, Henri
1
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Dell, Fabien
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1
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1
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1
Robin, Jean-Marc
1
Rosenbaum, Mathieu
1
Sufana, Razvan
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Discussion paper / Tinbergen Institute
30
Economics letters
25
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CREATES research paper
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Quantitative finance
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Econometric theory
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International journal of forecasting
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Journal of banking & finance
14
International journal of theoretical and applied finance
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Finance research letters
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
11
Journal of financial econometrics
10
Journal of risk and financial management : JRFM
10
NBER Working Paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometrics : open access journal
9
NBER working paper series
9
SFB 649 discussion paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Annales d'économie et de statistique
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
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7
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6
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Handbook of financial time series
6
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ECONIS (ZBW)
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1
Treatment evaluation in the case of interactions within markets
Ferracci, Marc
;
Jolivet, Grégory
;
Berg, Gerard J. van den
-
2009
Persistent link: https://www.econbiz.de/10003988264
Saved in:
2
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
Measuring the evolution of complex indicators theory and application to the poverty rate in France
Dell, Fabien
;
D'Haultfœuille, Xavier
-
2006
Persistent link: https://www.econbiz.de/10003390785
Saved in:
5
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:
6
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
10
Aggregation of non stationary demand systems
Adda, Jérôme
;
Robin, Jean-Marc
-
1996
Persistent link: https://www.econbiz.de/10000945837
Saved in:
11
A la recherche des moments perdus : covariance models for unbalanced panels with endogenous death
Abowd, John M.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000908853
Saved in:
12
Analysis of labor market histories with panel data
Visser, Michael S.
-
1992
Persistent link: https://www.econbiz.de/10000836696
Saved in:
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