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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gautier, Eric"
~person:"Zakoïan, Jean-Michel"
~subject:"Risk measure"
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Estimation theory
Share price
Risk measure
Schätztheorie
22
Theorie
11
Theory
11
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
Zeitreihenanalyse
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Präferenztheorie
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Risikomaß
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Theory of preferences
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1987-1993
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Autocorrelation
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Estimation
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Markov-Kette
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Monte Carlo simulation
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1
Prognoseverfahren
1
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1
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22
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22
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20
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20
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7
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7
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English
22
Author
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Gautier, Eric
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
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Bellec, Pierre
4
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
Smith, Richard J.
4
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
Dauxois, Jean-Yves
3
Doukhan, Paul
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
Working papers / TSE : WP
7
Econometric theory
5
CORE discussion paper : DP
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Working paper series
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Economics letters
1
Economie et statistique
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
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Série des documents de travail
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ECONIS (ZBW)
22
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
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:
3
Pivotal estimation in high-dimensional regression via linear programming
Gautier, Eric
;
Cybakov, Aleksandr B.
-
2013
Persistent link: https://www.econbiz.de/10010348592
Saved in:
4
High-dimensional instrumental variables regression and confidence sets
Gautier, Eric
;
Cybakov, Aleksandr B.
-
2011
Persistent link: https://www.econbiz.de/10009406329
Saved in:
5
Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
Gautier, Eric
;
Le Pennec, Erwan
-
2011
Persistent link: https://www.econbiz.de/10009412300
Saved in:
6
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:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
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:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
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