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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Newey, Whitney K."
~person:"Zakoïan, Jean-Michel"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
16
Schätztheorie
16
Theorie
11
Theory
11
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Time series analysis
3
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3
Risikomaß
2
Risk measure
2
1987-1993
1
Autocorrelation
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Estimation
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7
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16
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Stahlecker, Peter
Newey, Whitney K.
Zakoïan, Jean-Michel
Gouriéroux, Christian
26
Robert, Christian P.
19
Francq, Christian
13
Monfort, Alain
12
Jasiak, Joann
11
Guégan, Dominique
10
Bertail, Patrice
9
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Philippe, Anne
5
Robin, Jean-Marc
5
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Clémençon, Stéphan
4
Gayraud, Ghislaine
4
Ghysels, Eric
4
Lardjane, Salim
4
Lieberman, Offer
4
Mabon, Gwennae͏̈lle
4
Smith, Richard J.
4
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Dalalyan, Arnak S.
3
Dauxois, Jean-Yves
3
Doukhan, Paul
3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Journal of econometrics
18
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Quantitative economics : QE ; journal of the Econometric Society
4
Working papers / Rutgers University, Department of Economics
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CORE discussion paper : DP
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working papers / Department of Economics, Eller College
3
Annales d'économie et de statistique
2
Discussion paper / University of Bristol, Department of Economics
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working paper series
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Annals of economics and statistics
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Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover : Ser. B, Ökonometrie und Statistik
1
Econométrie non linéaire asymptotique
1
International economic review
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Statistical papers
1
Série des documents de travail
1
The econometrics journal
1
The review of economic studies
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ECONIS (ZBW)
16
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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
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
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
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
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