//--> //--> //-->
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"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~person:"Pesaran, M. Hashem"
~subject:"Großbritannien"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Großbritannien
Estimation
8
Schätzung
8
Estimation theory
5
Schätztheorie
5
VAR model
5
VAR-Modell
5
ARCH model
4
ARCH-Modell
4
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
Volatilität
3
Aggregation
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
Multivariate Analyse
2
Multivariate analysis
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Simulation
2
Time series analysis
2
United Kingdom
2
Zeitreihenanalyse
2
1972-1987
1
Accuracy of VaR estimation
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Cointegration
1
Confidence intervals for VaR
1
Consumer price index
1
Deutschland
1
Elliptical distribution
1
Estimation risk
1
Factor analysis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Francq, Christian
Pesaran, M. Hashem
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Wang, Bin
2
Winkelmann, Lars
2
Zhang, Congshan
2
Zheng, Xu
2
Zhou, Hao
2
more ...
less ...
Published in...
All
Journal of econometrics
CESifo working papers
6
CESifo Working Paper Series
3
Cambridge working papers in economics
3
DAE working paper
3
Discussion paper series / IZA
2
IZA Discussion Paper
2
Birkbeck working papers in economics and finance : BWPEF
1
CAMA working paper series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DNB working paper
1
ERF working papers series
1
Economic modelling
1
IEPR Working Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Research in economics : an international review of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
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:
4
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
5
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->