//--> //--> //-->
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"
person:"Fornari, Fabio"
~person:"Zakoïan, Jean-Michel"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Estimation theory
32
Schätztheorie
32
ARCH model
15
ARCH-Modell
15
Theorie
15
Theory
15
Time series analysis
8
Volatility
8
Volatilität
8
Zeitreihenanalyse
8
Börsenkurs
6
Estimation
6
Schätzung
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Stochastic process
4
Stochastischer Prozess
4
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
France
2
Frankreich
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quasi-maximum likelihood
2
Simulation
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
6
Author
All
Fornari, Fabio
Zakoïan, Jean-Michel
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Bauwens, Luc
4
Engle, Robert F.
4
Francq, Christian
4
Mills, Terence C.
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Allen, David E.
3
Brooks, Robert
3
Fičura, Milan
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
Mykland, Per A.
3
Narayan, Paresh Kumar
3
Nolte, Ingmar
3
Padmakumari, Lakshmi
3
Potiron, Yoann
3
Rodrigues, Paulo M. M.
3
Runde, Ralf
3
Sentana, Enrique
3
Song, Yuping
3
Taylor, Stephen
3
Teräsvirta, Timo
3
Armitage, Seth
2
Bollerslev, Tim
2
Brailsford, Timothy J.
2
Chan, Daniel P.
2
Chan, Wai-Sum
2
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Open economies review
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
4
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
5
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
6
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->