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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
ARCH model
Estimation theory
2,191
Schätztheorie
2,191
Theorie
561
Theory
561
Time series analysis
442
Zeitreihenanalyse
442
Nichtparametrisches Verfahren
421
Nonparametric statistics
421
Regression analysis
353
Regressionsanalyse
353
Estimation
343
Schätzung
339
Panel
197
Panel study
197
Statistical test
191
Statistischer Test
191
Volatility
158
Volatilität
158
USA
126
United States
126
Induktive Statistik
123
Method of moments
123
Statistical inference
123
Momentenmethode
122
Forecasting model
116
Prognoseverfahren
116
Maximum likelihood estimation
106
Maximum-Likelihood-Schätzung
106
Bootstrap approach
97
Bootstrap-Verfahren
97
Autocorrelation
96
Autokorrelation
96
Instrumental variables
89
Correlation
86
Korrelation
86
Causality analysis
83
Kausalanalyse
83
Statistical distribution
82
Statistische Verteilung
82
Stochastic process
79
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1
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117
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Aufsatz in Zeitschrift
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117
Bibliografie enthalten
1
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1
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1
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1
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English
117
Author
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Francq, Christian
11
Zakoïan, Jean-Michel
7
Li, Dong
4
Li, Guodong
4
Zhu, Ke
4
Bauwens, Luc
3
Kim, Donggyu
3
Li, Wai Keung
3
Ling, Shiqing
3
Shephard, Neil G.
3
Sheppard, Kevin
3
Akgiray, Vedat
2
Fan, Jianqing
2
Hajivassiliou, Vassilis Argyrou
2
Jiang, Feiyu
2
Laurent, Sébastien
2
Li, Muyi
2
Maheu, John M.
2
Otranto, Edoardo
2
Pedersen, Rasmus Søndergaard
2
Qin, Jing
2
Rahbek, Anders
2
Tsay, Ruey S.
2
Ullah, Aman
2
Wang, Yazhen
2
Xiu, Dacheng
2
Aielli, Gian Piero
1
Aknouche, Abdelhakim
1
Altonji, Joseph G.
1
Amado, Cristina
1
Andreou, Elena
1
Andrews, Donald W. K.
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Aït-Sahalia, Yacine
1
Barnett, Glen
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric theory
44
Economics letters
34
Econometric reviews
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
22
Statistics in transition : an international journal of the Polish Statistical Association
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The econometrics journal
17
Finance research letters
14
Journal of empirical finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of forecasting
13
Journal of risk
13
European journal of operational research : EJOR
12
Insurance / Mathematics & economics
12
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of risk and financial management : JRFM
11
Journal of time series econometrics
10
Applied economics letters
9
Economic modelling
9
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
Econometrics : open access journal
8
Journal of financial econometrics
8
Journal of mathematical finance
8
Statistical papers
8
Journal of economic dynamics & control
7
Operations research letters
7
The review of economic studies
7
International Journal of Energy Economics and Policy : IJEEP
6
Journal of the American Statistical Association : JASA
6
The journal of risk model validation
6
Annals of financial economics
5
Risks : open access journal
5
CBN journal of applied statistics
4
Cogent economics & finance
4
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ECONIS (ZBW)
117
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1
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
5
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
6
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
7
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
8
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
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