//--> //--> //-->
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:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"Volatility"
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
Prognoseverfahren
Regression analysis
Volatility
Estimation theory
8
Schätztheorie
8
ARCH model
7
ARCH-Modell
7
Estimation
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Volatilität
4
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Dynamic portfolio
2
Filtered historical simulation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
Share price
2
Simulation
2
Strict stationarity
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Compound Poisson process
1
Conditional heteroskedasticity
1
Confidence intervals for VaR
1
EGARCH
1
Efficiency comparisons
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Zakoïan, Jean-Michel
Todorov, Viktor
10
Chen, Songnian
8
Linton, Oliver
8
Tauchen, George Eugene
7
Andersen, Torben
6
Lee, Ji Hyung
6
Li, Jia
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Taylor, Robert
6
Tu, Yundong
6
Cai, Zongwu
5
Kim, Donggyu
5
Li, Degui
5
Li, Qi
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Sasaki, Yuya
4
Simoni, Anna
4
Swanson, Norman R.
4
Xu, Ke-Li
4
Yu, Ping
4
Aït-Sahalia, Yacine
3
Bertanha, Marinho
3
Bollerslev, Tim
3
Clark, Todd E.
3
Escanciano, Juan Carlos
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->