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econometrics
Theorie
125
Theory
125
economic models
58
Estimation theory
49
Schätztheorie
49
CAPM
45
Volatility
40
Volatilität
40
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Capital income
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Kapitaleinkommen
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ECONOMETRICS
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Risikoprämie
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Risk premium
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Zeitreihenanalyse
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Method of moments
20
Momentenmethode
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Börsenkurs
19
Option pricing theory
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Optionspreistheorie
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Share price
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Estimation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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information
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USA
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United States
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tests
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Renault, E.
11
Ghysels, E.
10
Dufour, J.M.
8
Gourieroux, C.
4
Perron, P.
4
Comte, F.
3
Dufour, J.-M.
3
Hall, A.
3
Monfort, A.
3
Campbell, B.
2
Hallin, M.
2
Roy, R.
2
Arcand, J.L.
1
BLUM, U.
1
BOLDUC, D.
1
BOYER, M.
1
Boudjellaba, B.
1
Boudjellaba, H.
1
Brezis, E.S.
1
Canova, F.
1
DIONEE, G.
1
DUFOUR, J-M.
1
Dagenais, M.G.
1
GAUDRY, M.
1
GHYSELS, E
1
HALL, A.
1
HALLIN, M.
1
KORENMAN, S.D.
1
Lee, H.S.
1
Lieberman, O.
1
Monfort, A
1
Nabeya, S.
1
Ng, S.
1
Noh, J.
1
OUELLETTE, P.
1
Sprument, Y.
1
Szafarz, A.
1
Tessier, D.
1
Touzi, N.
1
VANASSE, C.
1
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
30
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
3
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
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Cahiers de recherche
30
Toulouse - GREMAQ
3
Universite Libre de Bruxelles - C.E.M.E.
1
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RePEc
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1
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005353121
Saved in:
2
True Versus Spurious Instantaneous Causality.
Renault, E.
;
Szafarz, A.
-
European Centre for Advanced Research in Economics and …
-
1991
Persistent link: https://www.econbiz.de/10005475169
Saved in:
3
A General Framework for Factor Models.
Gourieroux, C.
;
Monfort, A.
;
Renault, E.
-
1991
Persistent link: https://www.econbiz.de/10005486745
Saved in:
4
Option Hedging and Implicit Volatilities in a Stochastic Volatility Model.
Renault, E.
;
Touzi, N.
-
1993
Persistent link: https://www.econbiz.de/10005780816
Saved in:
5
Indirect Inference.
Gourieroux, C.
;
Monfort, A.
;
Renault, E.
-
Groupe de Recherche en Économie Mathématique et …
-
1992
Persistent link: https://www.econbiz.de/10005639368
Saved in:
6
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.
;
Renault, E.
-
Groupe de Recherche en Économie Mathématique et …
-
1992
Persistent link: https://www.econbiz.de/10005639387
Saved in:
7
Option Hedging and Implicit Volatilities. Non Causality in Continuous Time Varma Models.
Renault, E.
;
Comte, F.
-
Groupe de Recherche en Économie Mathématique et …
-
1993
Persistent link: https://www.econbiz.de/10005639412
Saved in:
8
Indirect Inference.
Gourieroux, C.
;
Monfort, A
;
Renault, E.
-
1992
Persistent link: https://www.econbiz.de/10005641070
Saved in:
9
Non Causality in Continuous Time Verma Models.
Comte, F.
;
Renault, E.
-
1993
Persistent link: https://www.econbiz.de/10005671504
Saved in:
10
Long Memory Continuous Time Models.
Comte, F.
;
Renault, E.
-
1993
Persistent link: https://www.econbiz.de/10005671525
Saved in:
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