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isPartOf:"Econometric theory"
subject:"Großbritannien"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Großbritannien
ARCH model
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
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42
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Linton, Oliver
5
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Berkes, István
2
Francq, Christian
2
Saikkonen, Pentti
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Andrews, Beth
1
Avarucci, Marco
1
Beutner, Eric
1
Chan, Kung-sik
1
Comte, Fabienne
1
Dedecker, J.
1
Feng, Yuanhua
1
Gao, Feng
1
Ghysels, Eric
1
Giraitis, Liudas
1
Hafner, Christian M.
1
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1
Henze, Norbert
1
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Jeong, Minsoo
1
Jiménez-Gamero, M. Dolores
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Kim, Woocheol
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Kristensen, Dennis
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Li, Wai Keung
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Ling, Shiqing
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Liu, Ji-chun
1
Liu, Rong
1
Lu, Zu-di
1
Lu, Zudi
1
Magdalinos, Tassos
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Econometric theory
Discussion paper / Tinbergen Institute
Journal of econometrics
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The econometrics journal
16
Econometric reviews
15
International journal of forecasting
14
Journal of empirical finance
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Applied economics
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Finance research letters
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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Journal of risk
12
Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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Applied economics letters
10
Journal of applied econometrics
10
Journal of time series econometrics
10
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of financial econometrics
8
Econometrics : open access journal
7
Journal of mathematical finance
7
Computational economics
6
International Journal of Energy Economics and Policy : IJEEP
6
Annals of financial economics
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
The journal of risk model validation
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CBN journal of applied statistics
4
International journal of economics and finance
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of foreign exchange and international finance : JFEIF
4
Journal of international money and finance
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The European journal of finance
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ECONIS (ZBW)
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Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
3
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
4
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
5
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
6
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
7
On a family of contrasts for parametric inference in degenerate ARCH models
Truquet, Lionel
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1165-1206
Persistent link: https://www.econbiz.de/10010502121
Saved in:
8
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://www.econbiz.de/10009778514
Saved in:
9
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
10
Rank-based estimation for GARCH processes
Andrews, Beth
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1037-1064
Persistent link: https://www.econbiz.de/10009714725
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