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THEORY AND CALIBRATION OF SWAP...
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Estimation theory
Theorie
111
Theory
111
Schätztheorie
61
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Estimation
36
Schätzung
36
Portfolio selection
34
Portfolio-Management
34
Option pricing theory
29
Optionspreistheorie
29
Stochastic process
27
Stochastischer Prozess
27
Börsenkurs
25
Share price
25
Capital income
23
China
23
Kapitaleinkommen
23
Forecasting model
22
Mathematical programming
22
Mathematische Optimierung
22
Prognoseverfahren
22
Statistical test
22
Statistischer Test
22
Volatility
22
Volatilität
22
USA
20
United States
19
Yield curve
19
Zinsstruktur
19
Bootstrap approach
18
Bootstrap-Verfahren
18
Risikoprämie
18
Risk premium
18
Factor analysis
17
Faktorenanalyse
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
CAPM
15
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Free
17
Undetermined
5
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Book / Working Paper
43
Article
18
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Arbeitspapier
37
Working Paper
37
Graue Literatur
29
Non-commercial literature
29
Article in journal
18
Aufsatz in Zeitschrift
18
Amtsdruckschrift
5
Government document
5
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1
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Language
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English
61
Author
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Scaillet, Olivier
56
Broze, Laurence
6
Camponovo, Lorenzo
5
Gouriéroux, Christian
5
Hagmann, Matthias
5
Trojani, Fabio
5
Dhaene, Geert
4
Gagliardini, Patrick
4
Hong, Han
4
Zakoïan, Jean-Michel
4
Bakalli, Gaetan
3
Denuit, Michel
3
Guerrier, Stéphane
3
La Vecchia, Davide
3
Laurent, Jean-Paul
3
Nielsen, Jens Perch
3
Scaillet, O.
3
Tamer, Elie T.
3
Gustafsson, J.
2
Huber, Philippe
2
Moor, Alban
2
Mélard, Guy
2
Victoria-Feser, Maria-Pia
2
Arvanitis, Stelios
1
Baker Moussaoui, Adrienne
1
Bouezmarni, Taoufik
1
Chesher, Andrew
1
Cuccio, Davide
1
Dhaene, G.
1
El-Sheimy, Naser
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Gao, Jinwu
1
Gourieroux, Christian
1
Guay, Alain
1
Gustafsson, Jim
1
Hagmann-von Arx, Matthias
1
Hong, L. Jeff
1
Huang, Zhiyong
1
Huang, Zhiyuan
1
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
International Center for Financial Asset Management and Engineering
1
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Research paper series / Swiss Finance Institute
11
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
7
Journal of econometrics
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Swiss Finance Institute Research Paper
5
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
FAME research paper series
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
CORE discussion paper : DP
2
Discussion paper
2
Documents de travail / THEMA
2
Econometric theory
2
IRES discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Research paper / International Center for Financial Asset Management and Engineering
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Swiss Finance Institute Research Paper 06-30
1
The econometrics journal
1
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ECONIS (ZBW)
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1
Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700034
Saved in:
2
Stability analysis for uncertain differential equation by Lyapunov's second method
Huang, Zhiyong
;
Zhu, Chunliu
;
Gao, Jinwu
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10012487848
Saved in:
3
Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff
;
Huang, Zhiyuan
;
Lam, Henry
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
Saved in:
4
Reversed score and likelihood ratio tests
Dhaene, Geert
;
Scaillet, Olivier
-
2000
Persistent link: https://www.econbiz.de/10001531966
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
8
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
9
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
10
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
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