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subject:"Schätztheorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Markov-Kette"
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Schätztheorie
Markov-Kette
Theorie
47
Theory
47
Estimation theory
23
ARCH model
17
ARCH-Modell
17
Time series analysis
13
Zeitreihenanalyse
13
Induktive Statistik
6
Statistical inference
6
Börsenkurs
5
France
5
Frankreich
5
Markov chain
5
Nichtlineare Regression
5
Nonlinear regression
5
Share price
5
ARMA model
4
ARMA-Modell
4
Estimation
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Stochastic process
4
Stochastischer Prozess
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikomaß
3
Risk measure
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Statistical distribution
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Statistische Verteilung
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Volatility
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Volatilität
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Capital income
2
Econometrics
2
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2
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1
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Book / Working Paper
16
Article
10
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Arbeitspapier
16
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16
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16
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16
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10
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10
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9
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9
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1
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Language
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English
24
French
2
Author
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Zakoïan, Jean-Michel
Härdle, Wolfgang
72
Gouriéroux, Christian
57
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Franses, Philip Hans
48
Andrews, Donald W. K.
44
Newey, Whitney K.
42
Kohn, Robert
40
Lütkepohl, Helmut
39
Swanson, Norman R.
36
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Robert, Christian P.
33
Koop, Gary
31
Heckman, James J.
30
Horowitz, Joel
30
King, Maxwell L.
30
Robinson, Peter M.
30
Waggoner, Daniel F.
30
Baltagi, Badi H.
29
Bauwens, Luc
28
Chib, Siddhartha
28
Brännäs, Kurt
27
Diebold, Francis X.
27
Dufour, Jean-Marie
27
Lucas, André
27
Granger, C. W. J.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Elliott, Robert J.
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Steel, Mark F. J.
24
Winkelmann, Rainer
24
Billio, Monica
23
Paap, Richard
23
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Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Econometric theory
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
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Journal of empirical finance
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ECONIS (ZBW)
26
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1
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10
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26
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1
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
2
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:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
6
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:
7
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
8
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
9
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
10
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
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