//--> //--> //--> //-->
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
person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Engle, Robert F."
~person:"Francq, Christian"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatilität
Estimation theory
41
Schätztheorie
41
ARCH model
21
ARCH-Modell
21
Theorie
13
Theory
13
Time series analysis
12
Zeitreihenanalyse
12
Estimation
10
Schätzung
10
Börsenkurs
9
Volatility
8
CAPM
6
Capital income
6
Kapitaleinkommen
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Stochastic process
5
Stochastischer Prozess
5
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Statistical test
3
Statistischer Test
3
USA
3
United States
3
ARMA model
2
ARMA-Modell
2
Beta risk
2
Betafaktor
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Correlation
2
Dynamic portfolio
2
EGARCH
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
14
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
14
Author
All
Stambaugh, Robert F.
Engle, Robert F.
Francq, Christian
Kumar, Dilip
16
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
8
Andersen, Torben
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Ghysels, Eric
6
Koopman, Siem Jan
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Faff, Robert W.
5
Fan, Jianqing
5
Fornari, Fabio
5
Hafner, Christian M.
5
Jing, Bingyi
5
Li, Wai Keung
5
Nolte, Ingmar
5
Shephard, Neil G.
5
Zhang, Lan
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Daníelsson, Jón
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Kunitomo, Naoto
4
Linton, Oliver
4
Mancino, Maria Elvira
4
more ...
less ...
Published in...
All
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
4
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:
5
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:
6
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:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->