//--> //--> //-->
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:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Zakoïan, Jean-Michel"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
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
Großbritannien
Wechselkurs
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
16
Schätztheorie
16
Theorie
11
Theory
11
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Time series analysis
3
Zeitreihenanalyse
3
Risikomaß
2
Risk measure
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
VAR model
1
VAR-Modell
1
Zins
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Zakoïan, Jean-Michel
Francq, Christian
4
Coudin, Elise
2
Dufour, Jean-Marie
2
Salanié, Bernard
2
Broze, Laurence
1
Buscha, Franz
1
Chesher, Andrew
1
Fermanian, Jean-David
1
Foncel, Jérôme
1
Gouriéroux, Christian
1
Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Jullien, Bruno
1
Li, Dong
1
Ling, Shiqing
1
Maurel, Arnaud
1
Monfort, Alain
1
Page, Lionel
1
Patilea, Valentin
1
Rockinger, Michael
1
Smith, Richard J.
1
Speckesser, Stefan
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
3
Annals of economics and statistics
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 econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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...
//-->