//--> //--> //-->
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
subject:"Deutschland"
subject:"Forecasting model"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Sampling"
~type:"book"
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
Deutschland
Forecasting model
ARCH model
Sampling
Estimation theory
24
Schätztheorie
24
Theorie
14
Theory
14
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation
4
Schätzung
4
Autocorrelation
3
Autokorrelation
3
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
1987-1993
2
Börsenkurs
2
France
2
Frankreich
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Zins
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional Heteroskedasticity
1
Conditional heteroskedasticity
1
Consistency
1
Identification
1
LAN in time series
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Zakoïan, Jean-Michel
Swanson, Norman R.
21
Winkelmann, Rainer
20
Lechner, Michael
18
Marcellino, Massimiliano
17
Corradi, Valentina
15
Gao, Jiti
14
Koopman, Siem Jan
13
Audrino, Francesco
12
Huber, Florian
12
Härdle, Wolfgang
12
Koop, Gary
12
Linton, Oliver
12
Pesaran, M. Hashem
12
Teräsvirta, Timo
12
Clark, Todd E.
11
Lütkepohl, Helmut
11
McCracken, Michael W.
11
Phillips, Peter C. B.
11
Brakel, Jan A. van den
10
Diebold, Francis X.
10
Engle, Robert F.
10
Hafner, Christian M.
10
Hyndman, Rob J.
10
Schorfheide, Frank
10
Sheppard, Kevin
10
Herbst, Edward P.
9
Huber, Martin
9
Jordà, Òscar
9
Kapetanios, George
9
Ardia, David
8
Bekaert, Geert
8
Cai, Zongwu
8
Dijk, Dick van
8
Fiorentini, Gabriele
8
Francq, Christian
8
Knüppel, Malte
8
Mykland, Per A.
8
Ooms, Marius
8
Rahbek, Anders
8
Rossi, Barbara
8
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Working paper series
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
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
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->