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subject:"Indien"
subject:"Sparen"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Indien
Sparen
ARCH model
ARCH-Modell
Estimation theory
236
Schätztheorie
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Theorie
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Time series analysis
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Zeitreihenanalyse
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Nichtparametrisches Verfahren
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Statistical distribution
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Statistical theory
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Statistische Methodenlehre
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Maximum likelihood estimation
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Francq, Christian
7
Zakoïan, Jean-Michel
7
Bertholon, Henri
1
Fermanian, Jean-David
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Horváth, Lajos
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Malongo, Hassan
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
52
Econometric theory
35
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The Indian journal of economics
23
Economics letters
21
Discussion paper / Tinbergen Institute
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
14
International journal of forecasting
14
The econometrics journal
14
Journal of empirical finance
13
Applied economics
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CREATES research paper
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Finance research letters
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Indian journal of agricultural economics
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Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
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Journal of risk
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of risk and financial management : JRFM
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Economic modelling
10
Journal of time series econometrics
10
Occasional papers / Reserve Bank of India
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
CORE discussion papers : DP
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Journal of banking & finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Econometrics : open access journal
8
Journal of financial econometrics
8
The Pakistan development review : PDR
8
Journal of mathematical finance
7
Theoretical economics letters
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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
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
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
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
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