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subject:"Share price"
subject:"Volatilität"
~person:"Francq, Christian"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
43
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15
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15
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11
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11
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Francq, Christian
Koopman, Siem Jan
20
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Linton, Oliver
16
Teräsvirta, Timo
16
Li, Yingying
15
Maheswaran, S.
15
Tauchen, George Eugene
15
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13
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12
Hafner, Christian M.
12
Härdle, Wolfgang
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Kim, Donggyu
12
Pesaran, M. Hashem
12
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11
Sentana, Enrique
11
Andersen, Torben
10
Fan, Jianqing
10
Ghysels, Eric
10
Lucas, André
10
Mancino, Maria Elvira
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Zakoïan, Jean-Michel
10
Bauwens, Luc
9
Daníelsson, Jón
9
Engle, Robert F.
9
Gao, Jiti
9
Liu, Zhi
9
Mykland, Per A.
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Bailey, Natalia
8
Bibinger, Markus
8
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Journal of econometrics
5
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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:
2
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:
3
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
4
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
5
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
6
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
7
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:
8
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:
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