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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Guégan, Dominique"
~person:"Robin, Jean-Marc"
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Share price
Schätztheorie
31
Theorie
26
Theory
26
ARCH model
7
ARCH-Modell
7
Time series analysis
7
Zeitreihenanalyse
7
Chaos theory
5
Chaostheorie
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Estimation
2
France
2
Frankreich
2
Risikomaß
2
Risk measure
2
Schätzung
2
1987-1993
1
Aggregation
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Consumer behaviour
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Konsumentenverhalten
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Paris
1
Private consumption
1
Privater Konsum
1
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31
Working Paper
31
Graue Literatur
30
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30
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22
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22
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English
31
Author
All
Guégan, Dominique
Robin, Jean-Marc
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
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
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
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
18
Journal of econometrics
9
Econometric theory
6
CORE discussion paper : DP
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion papers in economics
2
Journal of applied econometrics
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
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1
CREATES Research Papers
1
CREATES research paper
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
DAE working paper
1
Developments in forecast combination and portfolio choice
1
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
1
Finance research letters
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Revue de statistique appliquée
1
Revue économique : revue bimestrielle
1
Risk and decision analysis
1
Scandinavian journal of statistics : SJS ; theory and applications
1
Série des documents de travail
1
Série des documents de travail du CREST
1
The European journal of finance
1
The review of economic studies
1
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1
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ECONIS (ZBW)
31
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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
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
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:
5
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
6
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:
7
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
8
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:
9
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
10
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
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