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subject:"Germany"
subject:"Zins"
~person:"Zakoïan, Jean-Michel"
~subject:"Statistische Verteilung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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23
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23
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Zakoïan, Jean-Michel
Koopman, Siem Jan
23
Phillips, Peter C. B.
23
Winkelmann, Rainer
23
Lechner, Michael
21
Härdle, Wolfgang
20
Todorov, Viktor
19
Teräsvirta, Timo
18
Diebold, Francis X.
17
Li, Jia
17
Tauchen, George Eugene
17
Einmahl, John H. J.
16
Kumar, Dilip
16
Linton, Oliver
16
Li, Yingying
15
McAleer, Michael
15
Wolters, Jürgen
15
Maheswaran, S.
14
Brandt, Michael W.
13
Lucas, André
13
Hafner, Christian M.
12
Kim, Donggyu
12
Fan, Jianqing
11
Linton, Oliver B.
11
Lütkepohl, Helmut
11
Mancino, Maria Elvira
11
Swanson, Norman R.
11
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10
Bandi, Federico M.
10
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10
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10
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10
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9
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9
Dufour, Jean-Marie
9
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9
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9
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9
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9
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1
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1
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ECONIS (ZBW)
11
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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
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:
4
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:
5
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:
6
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:
7
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:
8
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
9
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
10
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000902196
Saved in:
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