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subject:"Schätztheorie"
isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Optionspreistheorie"
~subject:"Time series analysis"
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Schätztheorie
Optionspreistheorie
Time series analysis
Theorie
229
Theory
229
Estimation theory
83
Statistical theory
26
Statistische Methodenlehre
26
Zeitreihenanalyse
26
France
22
Frankreich
22
Estimation
19
Schätzung
19
Arbitrage
11
Chaos theory
10
Chaostheorie
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Option pricing theory
8
Portfolio selection
8
Portfolio-Management
8
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7
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7
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Derivative
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6
Unvollkommener Markt
6
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6
Volatilität
6
Arbeitslosigkeit
5
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5
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5
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Book / Working Paper
103
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103
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103
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100
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100
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100
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100
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English
97
French
6
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Gouriéroux, Christian
13
Guégan, Dominique
12
Robert, Christian P.
12
Comte, Fabienne
7
Monfort, Alain
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Guerre, Emmanuel
5
Philippe, Anne
5
Renault, Eric
5
Touzi, Nizar
5
Berred, Alexandre M.
4
Darolles, Serge
4
Ghysels, Eric
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Hardouin, C.
3
Léorat, Guillaume
3
Scaillet, Olivier
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Clément, Emmanuelle
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Laurent, Jean-Paul
2
Lisi, Francesco
2
Pham, Huyên
2
Rousseau, Judith
2
Smith, Richard J.
2
Adda, Jérôme
1
Babsiri, Mohamed el
1
Baraud, Yannick
1
Berger, James O.
1
Bertail, Patrice
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Bisaglia, Luisa
1
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
658
Economics letters
603
Econometric theory
420
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
387
International journal of forecasting
319
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
282
Econometric reviews
247
Journal of forecasting
245
Discussion paper / Tinbergen Institute
232
Journal of applied econometrics
202
Série des documents de travail / Centre de Recherche en Économie et Statistique
197
Mathematical finance : an international journal of mathematics, statistics and financial theory
190
Working paper / National Bureau of Economic Research, Inc.
158
The review of economics and statistics
152
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Applied economics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Oxford bulletin of economics and statistics
141
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
139
Journal of economic dynamics & control
131
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
129
Economic modelling
126
International journal of theoretical and applied finance
121
Discussion paper / Center for Economic Research, Tilburg University
117
Finance and stochastics
114
Working paper
103
SFB 649 discussion paper
99
CORE discussion paper : DP
97
The journal of futures markets
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The journal of derivatives : the official publication of the International Association of Financial Engineers
92
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Cowles Foundation discussion paper
88
Statistical papers
87
Journal of banking & finance
85
CREATES research paper
82
Europäische Hochschulschriften / 5
78
International economic review
77
Computational economics
76
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ECONIS (ZBW)
103
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103
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1
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
2
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
3
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
Saved in:
6
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
7
Functional law of the iterated logarithm for Kiefer processes
Menneteau, Ludovic
-
1998
Persistent link: https://www.econbiz.de/10000986279
Saved in:
8
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
9
The adaptive rate of convergence in a problem of pointwise density estimation
Butucea, Cristina
-
1998
Persistent link: https://www.econbiz.de/10000986959
Saved in:
10
A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves
-
1998
Persistent link: https://www.econbiz.de/10000986961
Saved in:
11
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
12
Non-stationary Cox regression
Pons, Odile
;
Visser, Michael S.
-
1998
Persistent link: https://www.econbiz.de/10000987037
Saved in:
13
Exact adaptive pointwise estimation on Sobolev classes of densities
Butucea, Cristina
-
1998
Persistent link: https://www.econbiz.de/10000989402
Saved in:
14
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
15
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
16
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
17
Analyse d'intervention et prévisions : problématique et application à des données de la RATP
Ferrara, Luigi
;
Guégan, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000996774
Saved in:
18
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
19
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000997342
Saved in:
20
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
21
Evidence and theory on asymmetries in US aggregate job flows
Collard, Fabrice
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000997347
Saved in:
22
One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000956284
Saved in:
23
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
24
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
25
Estimation in large and dissagregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
-
1997
Persistent link: https://www.econbiz.de/10000961964
Saved in:
26
Imperfect estimation of the loss and non-linear costs : the optimal design of insurance contracts
Spaeter, Sandrine
-
1997
Persistent link: https://www.econbiz.de/10000965182
Saved in:
27
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
28
Design adaptive pointwise nearest neighbor regression
Guerre, Emmanuel
-
1997
Persistent link: https://www.econbiz.de/10000980272
Saved in:
29
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
30
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
31
Approximating payoffs and approximating pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
-
1997
Persistent link: https://www.econbiz.de/10000980460
Saved in:
32
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
33
Nonparametric estimation of a diffusion equation from tick observations
Burgayran, E.
;
Darolles, Serge
-
1997
Persistent link: https://www.econbiz.de/10000984170
Saved in:
34
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
35
Asymptotic properties of HPD regions in the discrete case
Rousseau, Judith
-
1997
Persistent link: https://www.econbiz.de/10000968639
Saved in:
36
Production functions : the search for identification
Griliches, Zvi
;
Mairesse, Jacques
-
1997
Persistent link: https://www.econbiz.de/10000973925
Saved in:
37
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
38
Moment estimation with attrition
Abowd, John M.
;
Crépon, Bruno
;
Kramarz, Francis
-
1997
Persistent link: https://www.econbiz.de/10000974842
Saved in:
39
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
40
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000975628
Saved in:
41
Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno
;
Salanié, Bernard
-
1997
Persistent link: https://www.econbiz.de/10000975629
Saved in:
42
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
43
Développement limité d'une diffusion en temps petit : estimation du prix d'une option sur maxima proche de sa maturité
Corbin, O.
;
Leblanc, Boris
-
1996
Persistent link: https://www.econbiz.de/10000936188
Saved in:
44
Prediction in chaotic time series : methods and comparisons using simulations
Guégan, Dominique
;
Mercier, Ludovic
-
1996
Persistent link: https://www.econbiz.de/10000936719
Saved in:
45
Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936720
Saved in:
46
Estimation of record values
Berred, Alexandre M.
-
1996
Persistent link: https://www.econbiz.de/10000936735
Saved in:
47
What is the good way to identify noisy chaos? : An empirical approach
Guégan, Dominique
;
Léorat, Guillaume
-
1996
Persistent link: https://www.econbiz.de/10000936736
Saved in:
48
A nonparametrique [nonparametric] point of view stochastic versus deterministic approach
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000936737
Saved in:
49
Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.
;
Titterington, David M.
-
1996
Persistent link: https://www.econbiz.de/10000936747
Saved in:
50
Post-processing accept-reject samples : recycling and rescaling
Casella, George
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936748
Saved in:
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