//--> //--> //-->
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:"Zakoïan, Jean-Michel"
~isPartOf:"Working paper series"
~person:"Chang, Chia-Lin"
~person:"Mittnik, Stefan"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Conditional heteroskedasticity
1
Estimation theory
1
GARCH-MIDAS
1
Heteroscedasticity
1
Heteroskedastizität
1
LAN in time series
1
Moments existence
1
QMLE
1
Quadratic mean differentiability
1
Residual Bootstrap
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Tests on boundary parameters
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Zakoïan, Jean-Michel
Chang, Chia-Lin
Mittnik, Stefan
Canepa, Alessandra
3
Alqaralleh, Huthaifa
2
Eratalay, M. Hakan
2
Francq, Christian
2
Kandji, Baye Matar
2
Zanetti Chini, Emilio
2
Brüggemann, Ralf
1
Dyhrberg, Anne Haubo
1
Grassi, Stefano
1
Ham, John C.
1
Hong, Tacye
1
Jentsch, Carsten
1
Jüttner, Dieter Johannes P.
1
Kattuman, Paul A.
1
Kreiß, Jens-Peter
1
Kumo, Wolassa L.
1
Lapitskaya, Darya
1
Leucht, Anne
1
Leung, Wayne
1
Neumann, Michael H.
1
Nõu, Anders
1
Rea, Samuel A.
1
Sharma, Rajesh
1
Trenkler, Carsten
1
Violante, Francesco
1
Vladimirov, Evgenii
1
more ...
less ...
Published in...
All
Working paper series
Econometric Institute research papers
28
Discussion paper / Tinbergen Institute
14
CFS working paper series
12
Journal of econometrics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working paper
9
Energy economics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric theory
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of economics and statistics
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Finance research letters
1
Handbook of financial time series
1
Handbook of heavy tailed distributions in finance
1
International Journal of Financial Studies : open access journal
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial stability
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
ProQuest Ebook Central
1
Quantifying consumer preferences
1
Series in financial economics and quantitative analysis
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tinbergen Institute Discussion Paper 2018-052/III
1
USC-INET Research Paper
1
Working papers / Rutgers University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206984
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->