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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Option pricing theory"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Option pricing theory
Theory
Estimation theory
119
Schätztheorie
119
Theorie
107
Time series analysis
20
Zeitreihenanalyse
20
Statistical theory
7
Statistische Methodenlehre
7
Estimation
6
Schätzung
6
Simulation
5
Chaos theory
4
Chaostheorie
4
France
4
Frankreich
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Sampling
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Statistik
4
Stichprobenerhebung
4
Probability theory
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
ARCH model
2
ARCH-Modell
2
Aggregation
2
Börsenkurs
2
Econometric model
2
Großbritannien
2
Korrelation und Regression
2
Optionspreistheorie
2
Schätzmethodik und Testmethodik
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United Kingdom
2
United States
2
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107
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Arbeitspapier
Bibliographie enthalten
Graue Literatur
107
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107
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107
Amtsdruckschrift
83
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83
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English
102
French
5
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Robert, Christian P.
12
Gouriéroux, Christian
11
Robinson, Peter M.
10
Guégan, Dominique
7
Zakoïan, Jean-Michel
6
Francq, Christian
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Comte, Fabienne
4
Jasiak, Joann
4
Robin, Jean-Marc
4
Zaffaroni, Paolo
4
Billio, Monica
3
Darolles, Serge
3
Ghysels, Eric
3
Giraitis, Liudas
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Marinucci, Domenico
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
Henry, Mark S.
2
Linton, Oliver
2
Magnus, Jan R.
2
Nishiyama, Y.
2
Renault, Eric
2
Rousseau, Judith
2
Scaillet, Olivier
2
Schafgans, Marcia M. A.
2
Smith, Richard J.
2
Touzi, Nizar
2
Adda, Jérôme
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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
155
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
82
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
77
Discussion paper / Tinbergen Institute
75
Technical working paper / National Bureau of Economic Research
53
Discussion paper series / IZA
50
Working paper series
50
SFB 649 discussion paper
40
Cowles Foundation discussion paper
38
Report / Econometric Institute, Erasmus University Rotterdam
36
Discussion paper / Tinbergen Institute / Tinbergen Institute
35
Working paper
32
Discussion paper / Department of Economics, University of Canterbury
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Discussion paper / Centre for Economic Policy Research
30
EUI working paper / ECO
30
Discussion paper / School of Economics, The University of New South Wales
28
CESifo working papers
27
Discussion paper
26
Discussion paper / Department of Economics, University of California San Diego
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
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
Discussion paper / A
22
Working papers in econometrics and applied statistics
22
Working papers / Rutgers University, Department of Economics
21
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Discussion papers in economics
20
Finance and economics discussion series
20
Discussion paper / B
19
Documentos de trabajo / Banco de España, Servicio de Estudios
19
CREATES research paper
18
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
Working paper / Department of Econometrics and Business Statistics, Monash University
17
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ECONIS (ZBW)
107
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1
A nonparametric regression estimator that adapts to error distribution of unkown form
Linton, Oliver
;
Xiao, Zhijie
-
2001
Persistent link: https://www.econbiz.de/10001593437
Saved in:
2
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
3
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics
Linton, Oliver
-
2000
Persistent link: https://www.econbiz.de/10001510243
Saved in:
4
On intercept estimation in the sample selection model
Schafgans, Marcia M. A.
;
Zinde-Walsh, Victoria
-
2000
Persistent link: https://www.econbiz.de/10001444261
Saved in:
5
Stationarity and memory of ARCH models
Zaffaroni, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001551010
Saved in:
6
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
7
Edgeworth expansions for semiparametric averaged derivates
Nishiyama, Y.
;
Robinson, P. M.
-
1999
Persistent link: https://www.econbiz.de/10001429063
Saved in:
8
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
-
1999
Persistent link: https://www.econbiz.de/10001429067
Saved in:
9
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
10
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
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