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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Robin, Jean-Marc"
~person:"Smith, Richard J."
~person:"Zakoïan, Jean-Michel"
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Estimation theory
Share price
Schätztheorie
24
Theorie
17
Theory
17
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
Zeitreihenanalyse
3
France
2
Frankreich
2
Risikomaß
2
Risk measure
2
1987-1993
1
Aggregation
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Consumer behaviour
1
Estimation
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Konsumentenverhalten
1
Markov chain
1
Markov-Kette
1
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1
Monte-Carlo-Simulation
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Private consumption
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Privater Konsum
1
Prognoseverfahren
1
Schätzung
1
Statistical test
1
Statistical theory
1
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1
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1
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21
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21
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13
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13
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English
24
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Robin, Jean-Marc
Smith, Richard J.
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
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
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
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Journal of econometrics
12
Econometric theory
10
DAE working paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Discussion papers in economics
4
CORE discussion paper : DP
3
Journal of applied econometrics
3
Discussion paper
2
Economica
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
Working paper series
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Applications of differential geometry to econometrics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Contributions to econometric methodology in honor of T. W. Anderson
1
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1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / University of Bristol, Department of Economics
1
Economics discussion paper series : EDP
1
Economics discussion papers
1
Economics letters
1
Econométrie non linéaire asymptotique
1
Handbook of financial time series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
Revue économique : revue bimestrielle
1
Selected papers from the annual conference of the Royal Economic Society
1
Série des documents de travail
1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
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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
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
Saved in:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
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