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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Bellec, Pierre"
~person:"Zakoïan, Jean-Michel"
~subject:"Risk measure"
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Estimation theory
Share price
Risk measure
Schätztheorie
20
Theorie
11
Theory
11
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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1987-1993
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Estimation
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Bellec, Pierre
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
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6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
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5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
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4
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3
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
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3
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Econometric theory
5
CORE discussion paper : DP
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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Handbook of financial time series
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Journal de la Société de Statistique de Paris
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Journal of applied econometrics
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ECONIS (ZBW)
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Sharp oracle bounds for monotone and convex regression trough aggregation
Bellec, Pierre
;
Cybakov, Aleksandr B.
-
2015
Persistent link: https://www.econbiz.de/10011334050
Saved in:
2
Optimal exponential bounds for aggregation if density estimators
Bellec, Pierre
-
2015
Persistent link: https://www.econbiz.de/10011334084
Saved in:
3
Optimal bounds for aggregation of affine estimators
Bellec, Pierre
-
2015
Persistent link: https://www.econbiz.de/10011334085
Saved in:
4
Concentration of quadratic forms and aggregation of affine estimators
Bellec, Pierre
-
2014
Persistent link: https://www.econbiz.de/10010457135
Saved in:
5
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
6
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
7
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:
8
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
9
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
10
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
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