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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~person:"Francq, Christian"
~person:"Monfort, Alain"
~subject:"Maximum-Likelihood-Schätzung"
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Volatility
Maximum-Likelihood-Schätzung
Estimation theory
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8
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Maximum likelihood estimation
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Francq, Christian
Monfort, Alain
Zakoïan, Jean-Michel
5
Gouriéroux, Christian
4
Jasiak, Joann
3
Bertholon, Henri
1
Broze, Laurence
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Fermanian, Jean-David
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Série des documents de travail
3
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Banque de France Working Paper
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Econometric theory
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ECONIS (ZBW)
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Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
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2
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
4
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
5
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
6
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
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