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subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Statistical inference"
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Schätztheorie
Statistical inference
ARCH model
2
ARCH-Modell
2
Estimation theory
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2
Statistischer Test
2
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1
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1
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Francq, Christian
Sun, Yixiao
6
Andrews, Donald W. K.
4
Cai, Zongwu
4
Hsiao, Cheng
4
Varneskov, Rasmus Tangsgaard
4
White, Halbert
4
Escanciano, Juan Carlos
3
Lavergne, Pascal
3
Li, Qi
3
Moreira, Marcelo J.
3
Robinson, Peter M.
3
Shi, Xiaoxia
3
Su, Liangjun
3
Andersen, Torben
2
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Canay, Ivan A.
2
Caner, Mehmet
2
Demetrescu, Matei
2
Doko Tchatoka, Firmin
2
Gao, Jiti
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Guggenberger, Patrik
2
Hausman, Jerry A.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Hsu, Yu-Chin
2
Khalaf, Lynda
2
Kim, Min Seong
2
Kristensen, Dennis
2
Lu, Xun
2
Motegi, Kaiji
2
Perron, Pierre
2
Phillips, Peter C. B.
2
Rossi, Barbara
2
Taylor, Robert
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
2
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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:
2
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
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