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subject:"Börsenkurs"
subject:"ARCH-Modell"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Börsenkurs
ARCH-Modell
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
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Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
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Regression analysis
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Statistical distribution
10
Statistical theory
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Statistische Methodenlehre
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ARCH model
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Maximum likelihood estimation
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Estimation
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Monte Carlo simulation
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Zakoïan, Jean-Michel
8
Francq, Christian
7
Babsiri, Mohamed el
1
Bertholon, Henri
1
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1
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1
Horváth, Lajos
1
Jasiak, Joann
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Malongo, Hassan
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Econometric reviews
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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CREATES research paper
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Economic modelling
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International journal of economics and financial issues : IJEFI
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International journal of forecasting
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The econometrics journal
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Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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CORE discussion papers : DP
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics
10
Journal of time series econometrics
10
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9
Working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
International review of financial analysis
8
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8
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8
SFB 649 discussion paper
8
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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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
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
11
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
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