//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~person:"Zakoïan, Jean-Michel"
~subject:"Share price"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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
Volatility
Share price
Estimation theory
25
Schätztheorie
25
ARCH model
14
ARCH-Modell
14
Theorie
9
Theory
9
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
Schätzung
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Volatilität
5
Börsenkurs
4
Stochastic process
4
Stochastischer Prozess
4
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
France
2
Frankreich
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quasi-maximum likelihood
2
Simulation
2
Statistical test
2
Statistischer Test
2
Strict stationarity
2
VAR model
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Übersichtsarbeit
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
7
Author
All
Zakoïan, Jean-Michel
Kumar, Dilip
16
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Francq, Christian
8
Teräsvirta, Timo
8
Andersen, Torben
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Ghysels, Eric
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Engle, Robert F.
5
Faff, Robert W.
5
Fan, Jianqing
5
Fornari, Fabio
5
Jing, Bingyi
5
Li, Wai Keung
5
Nolte, Ingmar
5
Shephard, Neil G.
5
Zhang, Lan
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Daníelsson, Jón
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Kunitomo, Naoto
4
Linton, Oliver
4
Mancino, Maria Elvira
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
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
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
7
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->