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subject:"Estimation theory"
subject:"Schätzung"
~person:"Ghysels, Eric"
~person:"Touzi, Nizar"
~type_genre:"Government document"
~type_genre:"Statistik"
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Estimation theory
Schätzung
Theorie
14
Theory
14
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6
Option pricing theory
4
Optionspreistheorie
4
Time series analysis
4
Volatility
4
Volatilität
4
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4
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Government document
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15
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Ghysels, Eric
Touzi, Nizar
Gouriéroux, Christian
17
Robert, Christian P.
17
Guégan, Dominique
11
Jasiak, Joann
7
Zakoïan, Jean-Michel
7
Comte, Fabienne
6
Francq, Christian
6
Monfort, Alain
6
Robin, Jean-Marc
6
Berred, Alexandre M.
5
Darolles, Serge
5
Fermanian, Jean-David
5
Philippe, Anne
5
Scaillet, Olivier
5
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Guerre, Emmanuel
4
Hristache, Marian
4
Rousseau, Judith
4
Salanié, Bernard
4
Casella, George
3
Crépon, Bruno
3
Delecroix, Michel
3
Hardouin, C.
3
Hecq, Alain W. J.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Pérez-Quirós, Gabriel
3
Renault, Eric
3
Visser, Michael S.
3
Abowd, John M.
2
Balfoussia, Hiona
2
Baraud, Yannick
2
Berg, Gerard J. van den
2
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2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
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ECONIS (ZBW)
7
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1
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
2
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
5
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
6
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
7
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
Saved in:
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