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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH-Modell
Estimation theory
253
Schätztheorie
253
Theorie
164
Theory
164
Time series analysis
29
Zeitreihenanalyse
29
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
12
Regressionsanalyse
12
Statistical theory
11
Statistische Methodenlehre
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
ARCH model
9
Core
8
Estimation
8
Markov chain
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Markov-Kette
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France
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Frankreich
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Statistical test
6
Statistischer Test
6
Bayes-Statistik
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Bayesian inference
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23
Graue Literatur
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Non-commercial literature
19
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5
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English
23
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Francq, Christian
7
Zakoïan, Jean-Michel
7
Chaudhuri, Arijit
3
Robert, Christian P.
3
Stenger, Horst
3
Casella, George
2
Abowd, John M.
1
Ango Nze, Patrick
1
Bertail, Patrice
1
Bertholon, Henri
1
Breidt, F. Jay
1
Chauvet, Guillaume
1
Chauvet, Guilliaume
1
Dauxois, Jean-Yves
1
Deville, Jean-Claude
1
Douc, Randal
1
Dupoiron, Stéphanie
1
Fermanian, Jean-David
1
Gabler, Siegfried
1
Guillin, Arnaud
1
Guilloux, Agathe
1
Haziza, David
1
Horváth, Lajos
1
Kirmani, Syed N. U. A.
1
Malongo, Hassan
1
Marin, Jean-Michel
1
Monfort, Alain
1
Pegoraro, Fulvio
1
Politis, Dimitris N.
1
Rhomari, N.
1
Rios, Ricardo
1
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1
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Discussion papers / Institut für Volkswirtschaftslehre und Statistik ; Department of Economics, Universität Mannheim
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
94
Economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric theory
38
Discussion paper / Tinbergen Institute
36
Statistics in transition : an international journal of the Polish Statistical Association
33
Econometric reviews
26
Journal of the American Statistical Association : JASA
23
The econometrics journal
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of empirical finance
17
Applied economics
16
Econometrics : open access journal
16
International journal of forecasting
15
CREATES research paper
14
Journal of financial econometrics
14
NBER Working Paper
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Central Bureau voor de Statistiek
13
Economic modelling
13
Finance research letters
13
Journal of risk
13
Applied economics letters
12
Discussion paper series / IZA
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
CORE discussion papers : DP
9
Journal of banking & finance
9
Statistical papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
The review of economics and statistics
9
Working paper series
9
Computational economics
8
Europäische Hochschulschriften / 5
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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
Improved variance estimation for balanced samples drawn via the Cube method
Breidt, F. Jay
;
Chauvet, Guilliaume
-
2010
Persistent link: https://www.econbiz.de/10009406004
Saved in:
4
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:
5
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:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
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:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
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:
10
A note on sampling and estimation in the presence of cut-off sampling
Haziza, David
;
Chauvet, Guillaume
;
Deville, Jean-Claude
-
2008
Persistent link: https://www.econbiz.de/10003870875
Saved in:
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