//--> //--> //-->
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:"Schätzung"
type_genre:"Arbeitspapier"
~person:"Francq, Christian"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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
Schätzung
Statistical distribution
Estimation theory
41
Schätztheorie
41
ARCH model
26
ARCH-Modell
26
Theorie
15
Theory
15
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Time series analysis
9
Zeitreihenanalyse
9
Estimation
8
Risikomaß
8
Risk measure
8
Volatility
7
Volatilität
7
Börsenkurs
4
Share price
4
Autocorrelation
3
Autokorrelation
3
Forecasting model
3
Heteroscedasticity
3
Heteroskedastizität
3
Measurement
3
Messung
3
Prognoseverfahren
3
Statistical test
3
Statistische Verteilung
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
VAR model
3
VAR-Modell
3
ARMA model
2
ARMA-Modell
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Conditional heteroskedasticity
2
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
8
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
10
Author
All
Francq, Christian
Gao, Jiti
37
Linton, Oliver
32
Kapetanios, George
25
Phillips, Peter C. B.
25
Cai, Zongwu
24
Pesaran, M. Hashem
24
Marcellino, Massimiliano
19
Hsu, Yu-Chin
18
Härdle, Wolfgang
18
Einmahl, John H. J.
16
Kumbhakar, Subal
16
Tauchen, George Eugene
16
Kitagawa, Toru
15
Koop, Gary
15
Lütkepohl, Helmut
15
Su, Liangjun
15
Koopman, Siem Jan
14
Jochmans, Koen
13
Racine, Jeffrey
13
Todorov, Viktor
13
Weidner, Martin
13
White, Halbert
13
Fang, Ying
12
Hoderlein, Stefan
12
Park, Joon Y.
12
Posch, Olaf
12
Zakoïan, Jean-Michel
12
Baltagi, Badi H.
11
Berg, Gerard J. van den
11
Diebold, Francis X.
11
Fernández-Val, Iván
11
Lechner, Michael
11
Parmeter, Christopher F.
11
Sentana, Enrique
11
Swanson, Norman R.
11
Winkelmann, Rainer
11
Card, David E.
10
Gouriéroux, Christian
10
Huber, Florian
10
more ...
less ...
Published in...
All
Journal of econometrics
5
Working paper series
2
Annals of economics and statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
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
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->