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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~person:"Renault, Eric"
~person:"Zakoïan, Jean-Michel"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätztheorie
Theorie
8
Theory
8
Option pricing theory
2
Optionspreistheorie
2
Time series analysis
2
Zeitreihenanalyse
2
1987-1993
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Börsenkurs
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Estimation
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France
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Frankreich
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Markov chain
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Renault, Eric
Zakoïan, Jean-Michel
Robert, Christian P.
12
Gouriéroux, Christian
11
Guégan, Dominique
7
Francq, Christian
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Billio, Monica
3
Darolles, Serge
3
Ghysels, Eric
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Abowd, John M.
2
Blundell, Richard W.
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Rousseau, Judith
2
Scaillet, Olivier
2
Smith, Richard J.
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Touzi, Nizar
2
Adda, Jérôme
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Babsiri, Mohamed el
1
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Berger, James O.
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Bertail, Patrice
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1
Bolduc, Denis
1
Bonneu, M.
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
CORE discussion paper : DP
3
Série des documents de travail
3
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Warwick economic research papers
2
Working paper series
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
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Documents de travail / THEMA
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ECONIS (ZBW)
8
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1
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
2
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
3
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
4
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:
5
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
6
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
7
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
8
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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