//--> //--> //--> //-->
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
subject:"Exchange rate"
subject:"United Kingdom"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Schätzung"
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
Exchange rate
United Kingdom
ARCH model
Schätzung
Estimation theory
50
Schätztheorie
50
ARCH-Modell
23
Theorie
23
Theory
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Estimation
10
Risikomaß
8
Risk measure
8
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
Autocorrelation
5
Autokorrelation
5
France
4
Frankreich
4
Heteroscedasticity
4
Heteroskedastizität
4
Forecasting model
3
Interest rate
3
Measurement
3
Messung
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
VAR model
3
VAR-Modell
3
Zins
3
1987-1993
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Conditional heteroskedasticity
2
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
15
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
27
Author
All
Zakoïan, Jean-Michel
Pesaran, M. Hashem
44
Gao, Jiti
42
Linton, Oliver
42
Kapetanios, George
34
Diebold, Francis X.
31
Francq, Christian
28
Hafner, Christian M.
24
Härdle, Wolfgang
24
Cai, Zongwu
23
Lütkepohl, Helmut
22
Teräsvirta, Timo
21
Marcellino, Massimiliano
20
Winkelmann, Rainer
20
Koop, Gary
19
Koopman, Siem Jan
19
Engle, Robert F.
18
Hsu, Yu-Chin
18
Rahbek, Anders
17
Tauchen, George Eugene
17
Chudik, Alexander
16
Kumbhakar, Subal
16
Phillips, Peter C. B.
16
Su, Liangjun
16
Audrino, Francesco
15
Baltagi, Badi H.
15
Caporale, Guglielmo Maria
15
Heckman, James J.
15
Hoderlein, Stefan
15
Hsiao, Cheng
15
Lechner, Michael
15
Sentana, Enrique
15
Ardia, David
14
Bauwens, Luc
14
Kim, Donggyu
14
Kumar, Dilip
14
McAleer, Michael
14
Pei, Zhuan
14
Pittis, Nikitas
14
Todorov, Viktor
14
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of econometrics
7
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
Relevance
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
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->