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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
~subject:"Wahrscheinlichkeitsrechnung"
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Optionspreistheorie
Stochastic process
Wahrscheinlichkeitsrechnung
Estimation theory
90
Schätztheorie
90
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83
Theory
83
Time series analysis
15
Zeitreihenanalyse
15
Statistical theory
5
Statistische Methodenlehre
5
Chaos theory
4
Chaostheorie
4
Estimation
4
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Probability theory
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Option pricing theory
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Gouriéroux, Christian
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Renault, Eric
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Touzi, Nizar
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Bolduc, Denis
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Guerre, Emmanuel
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Maes, J.
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
37
CREATES research paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
Discussion papers of interdisciplinary research project 373
13
SFB 649 discussion paper
13
Cowles Foundation discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
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10
Working paper
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Report / Econometric Institute, Erasmus University Rotterdam
9
Technical working paper / National Bureau of Economic Research
7
Working papers / TSE : WP
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CORE discussion paper : DP
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GRIPS discussion papers
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Working papers
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Série des documents de travail
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
Discussion papers in economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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3
Discussion paper / Department of Economics, University of California San Diego
3
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1
Optimal rate for nonparametric estimation in deterministic dynamical systems
Guerre, Emmanuel
;
Maes, J.
-
1998
Persistent link: https://www.econbiz.de/10000984193
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2
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
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
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
5
A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
Bolduc, Denis
-
1994
Persistent link: https://www.econbiz.de/10000890169
Saved in:
6
Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R.
-
1994
Persistent link: https://www.econbiz.de/10000895467
Saved in:
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