//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Fornari, Fabio"
subject:"Share price"
~person:"Zakoïan, Jean-Michel"
~subject:"Economic model"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Economic model
Statistische Verteilung
Estimation theory
60
Schätztheorie
60
Theorie
32
Theory
32
ARCH model
26
ARCH-Modell
26
Time series analysis
15
Zeitreihenanalyse
15
Estimation
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Schätzung
11
Volatility
10
Volatilität
10
Börsenkurs
9
Risikomaß
8
Risk measure
8
Stochastic process
7
Stochastischer Prozess
7
Autocorrelation
5
Autokorrelation
5
Statistical distribution
5
France
4
Frankreich
4
Heteroscedasticity
4
Heteroskedastizität
4
Interest rate
4
Zins
4
Forecasting model
3
Measurement
3
Messung
3
Prognoseverfahren
3
VAR model
3
VAR-Modell
3
1987-1993
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Conditional heteroskedasticity
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
7
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
12
Author
All
Fornari, Fabio
Zakoïan, Jean-Michel
Linton, Oliver
18
Phillips, Peter C. B.
18
Einmahl, John H. J.
16
Kapetanios, George
12
Pesaran, M. Hashem
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Maheswaran, S.
10
McAleer, Michael
10
Wu, Ximing
10
Gao, Jiti
9
Sentana, Enrique
9
Bailey, Natalia
8
Bandi, Federico M.
8
Hautsch, Nikolaus
8
Koopman, Siem Jan
8
Krämer, Walter
8
Li, Jia
8
Runde, Ralf
8
Segers, Johan
8
Allen, David E.
7
Campbell, John Y.
7
Crump, Richard K.
7
Daouia, Abdelaati
7
Faff, Robert W.
7
Harvey, Andrew C.
7
Lewbel, Arthur
7
Lucas, André
7
Malec, Peter
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Stupfler, Gilles
7
Teräsvirta, Timo
7
Antonio, Katrien
6
Bai, Jun
6
Bauwens, Luc
6
Bouezmarni, Taoufik
6
Butucea, Cristina
6
Chen, Yi-ting
6
more ...
less ...
Published in...
All
Journal of econometrics
2
Working paper series
2
CORE discussion paper : DP
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of foreign exchange and international finance : JFEIF
1
Open economies review
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
5
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
6
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
7
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
8
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
9
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
10
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->