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subject:"United Kingdom"
subject:"Exchange rate"
~subject:"ARCH model"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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United Kingdom
Exchange rate
ARCH model
Estimation theory
236
Schätztheorie
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Theorie
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Theory
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Time series analysis
27
Zeitreihenanalyse
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Nichtparametrisches Verfahren
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Statistische Methodenlehre
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ARCH-Modell
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Monte Carlo simulation
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Francq, Christian
7
Zakoïan, Jean-Michel
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Malongo, Hassan
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Monfort, Alain
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric theory
38
Economics letters
30
Discussion paper / Tinbergen Institute
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric reviews
17
Applied economics
16
International journal of economics and financial issues : IJEFI
16
International journal of forecasting
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Journal of applied econometrics
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Journal of empirical finance
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The econometrics journal
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Economic modelling
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Journal of forecasting
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Journal of banking & finance
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CREATES research paper
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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 risk
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Applied economics letters
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Oxford bulletin of economics and statistics
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Discussion paper
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Journal of international money and finance
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Journal of time series econometrics
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NBER Working Paper
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Discussion paper / Centre for Economic Forecasting
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Journal of risk and financial management : JRFM
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International economic journal
8
Journal of financial econometrics
8
Working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Econometrics : open access journal
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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
Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno
;
Salanié, Bernard
-
1997
Persistent link: https://www.econbiz.de/10000975629
Saved in:
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