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subject:"Germany"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Estimation theory
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Zakoïan, Jean-Michel
Härdle, Wolfgang
59
Pesaran, M. Hashem
33
Franses, Philip Hans
30
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
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20
Teräsvirta, Timo
20
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19
Kohn, Robert
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Stahlecker, Peter
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Spokojnyj, Vladimir G.
18
Robert, Christian P.
17
Francq, Christian
16
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
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13
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13
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13
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12
Arnold, Bernhard
12
Guégan, Dominique
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Linton, Oliver
12
Lütkepohl, Helmut
12
Park, Byeong U.
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Scaillet, Olivier
12
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11
Bera, Anil K.
11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
14
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6
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2
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ECONIS (ZBW)
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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
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
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:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
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:
10
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:
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