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subject:"Volatility"
subject:"Stochastic process"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Volatility
Stochastic process
Bayesian inference
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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9
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Maximum likelihood estimation
9
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9
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9
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8
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Chaos theory
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6
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5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
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5
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5
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5
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14
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14
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English
15
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Gouriéroux, Christian
3
Jasiak, Joann
3
Gayraud, Ghislaine
2
Robert, Christian P.
2
Rousseau, Judith
2
Arbel, Julyan
1
Bertholon, Henri
1
Casella, George
1
Celeux, Gilles
1
Cressie, Noel A. C.
1
Dauxois, Jean-Yves
1
El Anbari, Mohammed
1
Fermanian, Jean-David
1
Ghysels, Eric
1
Guerre, Emmanuel
1
Kirmani, Syed N. U. A.
1
Li, Dong
1
Ling, Shiqing
1
Maes, J.
1
Malongo, Hassan
1
Marin, Jean-Michel
1
Monfort, Alain
1
Pastorello, Sergio
1
Pegoraro, Fulvio
1
Renault, Eric
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
Touzi, Nizar
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Economics letters
49
Discussion paper / Tinbergen Institute
44
Econometric reviews
37
Economic modelling
37
CREATES research paper
28
Econometric theory
28
International journal of forecasting
28
Journal of empirical finance
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Econometrics : open access journal
21
European journal of operational research : EJOR
21
Journal of the American Statistical Association : JASA
21
The econometrics journal
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Finance research letters
19
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18
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SFB 649 discussion paper
18
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17
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17
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17
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16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
NBER Working Paper
16
Discussion papers / CEPR
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Operations research
15
Discussion papers of interdisciplinary research project 373
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Quantitative economics : QE ; journal of the Econometric Society
14
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ECONIS (ZBW)
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1
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
Bayesian optimal adaptive estimation using a sieve prior
Arbel, Julyan
;
Gayraud, Ghislaine
;
Rousseau, Judith
-
2013
Persistent link: https://www.econbiz.de/10010342727
Saved in:
3
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
4
Regularization in regression : comparing Bayesian and frequentist methods in a poorly informative situation
Celeux, Gilles
;
El Anbari, Mohammed
;
Marin, Jean-Michel
; …
-
2010
Persistent link: https://www.econbiz.de/10009406553
Saved in:
5
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
6
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
7
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:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Rates of convergence for a Bayesian level set estimation
Gayraud, Ghislaine
;
Rousseau, Judith
-
2003
Persistent link: https://www.econbiz.de/10001771885
Saved in:
10
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
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
Spatial statistics applied to environmental problems in the life and medical sciences
Cressie, Noel A. C.
-
1999
Persistent link: https://www.econbiz.de/10001391157
Saved in:
13
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
14
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
15
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
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