//--> //--> //--> //-->
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:"Volatilität"
type_genre:"Working Paper"
~person:"Francq, Christian"
~subject:"Monte Carlo simulation"
~subject:"Theory"
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
Volatilität
Monte Carlo simulation
Theory
Estimation theory
17
Schätztheorie
17
Theorie
12
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Heteroscedasticity
2
Heteroskedastizität
2
Markov chain
2
Markov-Kette
2
Statistical distribution
2
Statistische Verteilung
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional heteroskedasticity
1
Estimation
1
Forecasting model
1
LAN in time series
1
Measurement
1
Messung
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Quadratic mean differentiability
1
Risiko
1
Risk
1
Schätzung
1
Systemic risk
1
Systemrisiko
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Article in journal
11
Aufsatz in Zeitschrift
11
Amtsdruckschrift
6
Government document
6
more ...
less ...
Language
All
English
13
Author
All
Francq, Christian
Härdle, Wolfgang
59
Pesaran, M. Hashem
33
Franses, Philip Hans
30
Swanson, Norman R.
26
Gouriéroux, Christian
25
Phillips, Peter C. B.
25
Maravall Herrero, Agustín
23
Imbens, Guido
22
Kohn, Robert
21
Robert, Christian P.
20
Heckman, James J.
18
Stahlecker, Peter
18
Koopman, Siem Jan
17
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
Teräsvirta, Timo
16
Zakoïan, Jean-Michel
16
Diebold, Francis X.
15
Giles, David E. A.
15
Lucas, André
15
Schorfheide, Frank
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Lechner, Michael
14
Newey, Whitney K.
14
Giles, Judith A.
13
Kapetanios, George
13
Kiviet, J. F.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Brännäs, Kurt
12
Dijk, Dick van
12
Dufour, Jean-Marie
12
Feng, Yuanhua
12
Guégan, Dominique
12
Herbst, Edward P.
12
Huschens, Stefan
12
Monfort, Alain
12
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
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:
5
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
6
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:
7
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->