Estimating the marginal law of a time series with applications to heavy tailed distributions
Year of publication: |
2011
|
---|---|
Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Publisher: |
[Paris] |
Subject: | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
FIR-GARCH : Realizing Long Memory and Asymmetries in Returns Volatility
Vander Elst, Harry, (2015)
-
Are short term stock asset returns predictable? : an extended empirical analysis
Mazzoni, Thomas, (2010)
-
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian, (2013)
- More ...
-
GARCH models : structure, statistical inference and financial applications
Francq, Christian, (2010)
-
Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions
Francq, Christian, (2013)
-
Francq, Christian, (2014)
- More ...