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subject:"Statistische Methodenlehre"
type_genre:"Non-commercial literature"
~isPartOf:"IMF working paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
ARCH model
Estimation theory
230
Schätztheorie
230
Theorie
162
Theory
162
Time series analysis
26
Zeitreihenanalyse
26
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
11
Regressionsanalyse
11
Statistical theory
11
Estimation
10
Schätzung
10
ARCH-Modell
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Statistical distribution
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Statistische Verteilung
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Maximum likelihood estimation
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Monte Carlo simulation
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Francq, Christian
7
Zakoïan, Jean-Michel
7
Robert, Christian P.
4
Ango Nze, Patrick
1
Bertholon, Henri
1
Crépon, Bruno
1
Dauxois, Jean-Yves
1
Dhaene, Geert
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Dupoiron, Stéphanie
1
Dupuis, Jérôme A.
1
Fermanian, Jean-David
1
Gong, Xiaoning
1
Gouriéroux, Christian
1
Horváth, Lajos
1
Hwang, J. T.
1
Kramarz, Francis
1
Lye, Jenny N.
1
Malongo, Hassan
1
Martin, Vance
1
Mengersen, Kerrie
1
Monfort, Alain
1
Pegoraro, Fulvio
1
Rios, Ricardo
1
Scaillet, Olivier
1
Teo, Leslie E.
1
Titterington, David M.
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Trognon, Alain
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
22
CREATES research paper
12
CORE discussion paper : DP
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper series
10
CORE discussion papers : DP
9
Discussion papers of interdisciplinary research project 373
8
Staff working paper / Bank of Canada
6
Technical working paper / National Bureau of Economic Research
6
SFB 649 discussion paper
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working papers in economics and econometrics
5
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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4
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4
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4
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3
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3
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3
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3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Working paper series / University of Zurich, Department of Economics
3
Working papers / University of Michigan, Department of Economics
3
Working papers on finance
3
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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
Saved in:
10
Subsampling under weak dependence conditions
Ango Nze, Patrick
;
Dupoiron, Stéphanie
;
Rios, Ricardo
-
2003
Persistent link: https://www.econbiz.de/10001900001
Saved in:
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