//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Sampling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Sampling
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistical test
5
Statistischer Test
5
more ...
less ...
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Working Paper
14
Graue Literatur
11
Non-commercial literature
11
Amtsdruckschrift
6
Government document
6
Language
All
English
14
Author
All
Gouriéroux, Christian
3
Jasiak, Joann
3
Robert, Christian P.
3
Casella, George
2
Abowd, John M.
1
Ango Nze, Patrick
1
Bertail, Patrice
1
Bertholon, Henri
1
Breidt, F. Jay
1
Chauvet, Guillaume
1
Chauvet, Guilliaume
1
Dauxois, Jean-Yves
1
Deville, Jean-Claude
1
Douc, Randal
1
Dupoiron, Stéphanie
1
Ghysels, Eric
1
Guillin, Arnaud
1
Guilloux, Agathe
1
Haziza, David
1
Kirmani, Syed N. U. A.
1
Marin, Jean-Michel
1
Monfort, Alain
1
Pegoraro, Fulvio
1
Politis, Dimitris N.
1
Rhomari, N.
1
Rios, Ricardo
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
Wells, Martin T.
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
49
Discussion paper / Tinbergen Institute
43
Econometric reviews
33
Statistics in transition : an international journal of the Polish Statistical Association
32
Journal of the American Statistical Association : JASA
24
Journal of empirical finance
23
Economic modelling
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
NBER Working Paper
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The econometrics journal
18
CREATES research paper
17
Econometric theory
17
Econometrics : open access journal
17
International journal of forecasting
16
Journal of financial econometrics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Central Bureau voor de Statistiek
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Discussion paper series / IZA
12
Finance research letters
12
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
NBER working paper series
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper / National Bureau of Economic Research, Inc.
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
European journal of operational research : EJOR
10
Journal of applied econometrics
10
Journal of forecasting
10
Applied economics letters
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improved variance estimation for balanced samples drawn via the Cube method
Breidt, F. Jay
;
Chauvet, Guilliaume
-
2010
Persistent link: https://www.econbiz.de/10009406004
Saved in:
2
A note on sampling and estimation in the presence of cut-off sampling
Haziza, David
;
Chauvet, Guillaume
;
Deville, Jean-Claude
-
2008
Persistent link: https://www.econbiz.de/10003870875
Saved in:
3
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
4
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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
Estimation in a competing risks proportional hazards model under lenght-biased sampling with censoring
Dauxois, Jean-Yves
;
Guilloux, Agathe
;
Kirmani, Syed N. U. A.
-
2004
Persistent link: https://www.econbiz.de/10002115737
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Convergence of adaptive sampling schemes
Douc, Randal
;
Guillin, Arnaud
;
Marin, Jean-Michel
; …
-
2004
Persistent link: https://www.econbiz.de/10002603984
Saved in:
9
Subsampling under weak dependence conditions
Ango Nze, Patrick
;
Dupoiron, Stéphanie
;
Rios, Ricardo
-
2003
Persistent link: https://www.econbiz.de/10001900001
Saved in:
10
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:
11
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
12
Undersampling continuous random fields and a Bernstein inequality
Bertail, Patrice
;
Politis, Dimitris N.
;
Rhomari, N.
-
1996
Persistent link: https://www.econbiz.de/10000945838
Saved in:
13
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:
14
Rao-Blackwellization of sampling schemes
Casella, George
;
Robert, Christian P.
-
1994
Persistent link: https://www.econbiz.de/10000891355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->