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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Zakoïan, Jean-Michel"
~subject:"Estimation"
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Bootstrap approach
Estimation
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7
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7
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5
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5
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4
Stochastic process
3
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Time series analysis
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Zakoïan, Jean-Michel
Gao, Jiti
10
Kumbhakar, Subal
9
Li, Jia
9
Su, Liangjun
9
Linton, Oliver
8
Marcellino, Massimiliano
8
Todorov, Viktor
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Tauchen, George Eugene
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Tsionas, Efthymios G.
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Baltagi, Badi H.
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Francq, Christian
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Nielsen, Morten Ørregaard
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Taylor, Robert
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Westerlund, Joakim
6
Yang, Zhenlin
6
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
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Inoue, Atsushi
5
MacKinnon, James G.
5
Park, Joon Y.
5
Sentana, Enrique
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Webb, Matthew
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Ardia, David
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Corradi, Valentina
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Demetrescu, Matei
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Egger, Peter
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Escanciano, Juan Carlos
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Gouriéroux, Christian
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Hong, Yongmiao
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Hsiao, Cheng
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Hsu, Yu-Chin
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Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
4
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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