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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Department of Economics, University of Canterbury"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Monte Carlo simulation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte Carlo simulation
Theory
Estimation theory
267
Schätztheorie
267
Theorie
186
Time series analysis
29
Zeitreihenanalyse
29
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
Sampling
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
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Markov chain
7
Markov-Kette
7
Monte-Carlo-Simulation
6
Probability theory
6
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6
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6
Bayes-Statistik
5
Bayesian inference
5
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5
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5
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5
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5
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Book / Working Paper
190
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Working Paper
Arbeitspapier
190
Graue Literatur
188
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188
Amtsdruckschrift
136
Government document
136
Statistics
1
Statistik
1
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English
184
French
6
Author
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Gouriéroux, Christian
17
Robert, Christian P.
17
Giles, Judith A.
12
Zakoïan, Jean-Michel
12
Francq, Christian
11
Giles, David E. A.
11
Guégan, Dominique
10
Jasiak, Joann
8
Lieberman, Offer
7
Monfort, Alain
7
Comte, Fabienne
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Small, John P.
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Patilea, Valentin
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
3
Winkelmann, Rainer
3
Abowd, John M.
2
Baraud, Yannick
2
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Discussion paper / Department of Economics, University of Canterbury
Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
110
Working paper / National Bureau of Economic Research, Inc.
99
Discussion paper / Center for Economic Research, Tilburg University
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
77
Discussion paper series / IZA
58
Technical working paper / National Bureau of Economic Research
56
Working paper series
53
SFB 649 discussion paper
42
Cowles Foundation discussion paper
40
Report / Econometric Institute, Erasmus University Rotterdam
40
Working paper
40
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
CREATES research paper
33
CEMMAP working papers / Centre for Microdata Methods and Practice
32
CESifo working papers
31
Discussion paper / Centre for Economic Policy Research
31
EUI working paper / ECO
31
Discussion paper
30
Discussion paper / School of Economics, The University of New South Wales
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Discussion paper / Department of Economics, University of California San Diego
25
Finance and economics discussion series
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
25
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
24
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Working papers / Rutgers University, Department of Economics
23
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
Discussion paper / A
22
Working papers in econometrics and applied statistics
22
Discussion papers in economics
20
Discussion paper / B
19
Documentos de trabajo / Banco de España, Servicio de Estudios
19
Dresdner Beiträge zu quantitativen Verfahren
18
Research paper / University of Melbourne, Department of Economics
18
Research report / Graduate School Research Institute Systems, Organisations and Management
18
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ECONIS (ZBW)
190
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1
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
6
Asymptotic normality of frequency polygons for random fields
Carbon, Michel
-
2008
Persistent link: https://www.econbiz.de/10003755840
Saved in:
7
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
8
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
9
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
10
Nonlinear censored regression using synthetic data
Delecroix, Michel
;
Lopez, Olivier
;
Patilea, Valentin
-
2006
Persistent link: https://www.econbiz.de/10003390781
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