//--> //--> //-->
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:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~person:"Stock, James H."
~subject:"Zeitreihenanalyse"
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
Monte-Carlo-Simulation
Panel study
Zeitreihenanalyse
Estimation theory
14
Schätztheorie
14
ARCH model
10
ARCH-Modell
10
Time series analysis
5
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
Börsenkurs
3
Risikomaß
3
Risk measure
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
VAR model
3
VAR-Modell
3
Dynamic portfolio
2
Filtered historical simulation
2
Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
Simulation
2
Statistical test
2
Statistischer Test
2
Theorie
2
Theory
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Autoregressive Conditional Duration model
1
Beta risk
1
Betafaktor
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Capital income
1
Conditional Monte Carlo test
1
Conditional betas
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Francq, Christian
Stock, James H.
Phillips, Peter C. B.
14
Su, Liangjun
10
Linton, Oliver
9
Taylor, Robert
9
Baltagi, Badi H.
8
Gao, Jiti
8
Robinson, Peter M.
8
Leybourne, Stephen James
7
Todorov, Viktor
7
Andersen, Torben
6
Bai, Jushan
6
Hsiao, Cheng
6
Koopman, Siem Jan
6
Lee, Lung-fei
6
Li, Jia
6
Li, Kunpeng
6
Li, Qi
6
Peng, Bin
6
Pesaran, M. Hashem
6
Sun, Yixiao
6
Chen, Xiaohong
5
Davis, Richard A.
5
Kim, Donggyu
5
Li, Yingying
5
Ng, Serena
5
Schmidt, Peter
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Cai, Zongwu
4
Chambers, Marcus J.
4
Dong, Chaohua
4
Harvey, David I.
4
Li, Guodong
4
Liang, Zhongwen
4
Sarafidis, Vasilis
4
Shephard, Neil G.
4
Sun, Yiguo
4
Varneskov, Rasmus Tangsgaard
4
more ...
less ...
Published in...
All
Journal of econometrics
NBER Working Paper
5
NBER technical working paper series
5
Technical working paper / National Bureau of Economic Research
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Econometric theory
1
Handbook of econometrics : volume 4
1
Handbook of financial time series
1
Numéro spécial "Modélisation des systèmes dynamiques"
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
1
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
1
ohne Titel
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
3
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:
4
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
5
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:
6
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->