//--> //--> //--> //-->
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:"Germany"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Germany
ARCH-Modell
Theory
Estimation theory
50
Schätztheorie
50
ARCH model
23
Theorie
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Estimation
10
Schätzung
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
2
Type of publication
All
Article
22
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
38
French
2
Author
All
Zakoïan, Jean-Michel
Härdle, Wolfgang
74
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Gouriéroux, Christian
51
Andrews, Donald W. K.
47
Franses, Philip Hans
44
McAleer, Michael
43
Newey, Whitney K.
42
Teräsvirta, Timo
39
Francq, Christian
36
Lechner, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Lütkepohl, Helmut
33
Winkelmann, Rainer
33
Krämer, Walter
32
Robinson, Peter M.
31
Heckman, James J.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Engle, Robert F.
28
Linton, Oliver
28
Diebold, Francis X.
27
Brännäs, Kurt
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Bera, Anil K.
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
24
Ullah, Aman
24
Bauwens, Luc
23
Hahn, Jinyong
23
Lucas, André
23
Spokojnyj, Vladimir G.
23
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Journal of econometrics
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Econometric theory
3
CORE discussion paper : DP
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Annals of economics and statistics
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
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
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
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:
3
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:
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
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:
8
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:
9
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->