//--> //--> //-->
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:"Share price"
type_genre:"Article in journal"
~person:"Francq, Christian"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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
Share price
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
Schätzung
8
Volatility
7
Volatilität
7
Börsenkurs
4
Autocorrelation
3
Autokorrelation
3
Forecasting model
3
Heteroscedasticity
3
Heteroskedastizität
3
Measurement
3
Messung
3
Prognoseverfahren
3
Statistical distribution
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
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
Hochschulschrift
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Francq, Christian
Tauchen, George Eugene
10
Kapetanios, George
9
Maheswaran, S.
9
Pesaran, M. Hashem
9
Li, Jia
8
Todorov, Viktor
8
Allen, David E.
7
Teräsvirta, Timo
7
Bailey, Natalia
6
Bauwens, Luc
6
Faff, Robert W.
6
Gao, Jiti
6
Hautsch, Nikolaus
6
Kim, Donggyu
6
Linton, Oliver
6
Runde, Ralf
6
Zakoïan, Jean-Michel
6
Engle, Robert F.
5
Krämer, Walter
5
Kumar, Dilip
5
Malec, Peter
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Bibinger, Markus
4
Brailsford, Timothy J.
4
Cheng, Tingting
4
Giot, Pierre
4
Kim, Myung-jig
4
Kunitomo, Naoto
4
Large, Jeremy
4
Luger, Richard
4
Mills, Terence C.
4
Peiris, Shelton
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Wright, Jonathan H.
4
Abberger, Klaus
3
Amilon, Henrik
3
Brooks, Robert
3
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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...
//-->