//--> //--> //-->
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
~person:"Francq, Christian"
~person:"Kurita, Takamitsu"
~subject:"Composite likelihood"
~subject:"VAR model"
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:"Maximum-Likelihood-Methode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Composite likelihood
VAR model
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Estimation theory
11
Schätztheorie
11
ARCH model
9
ARCH-Modell
9
Risikomaß
4
Risk measure
4
Theorie
3
Theory
3
Time series analysis
3
VAR-Modell
3
Zeitreihenanalyse
3
1965-2008
2
Capital income
2
Cointegration
2
EGARCH
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Kointegration
2
Private consumption
2
Privater Konsum
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
USA
2
United States
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Alpha-stable distribution
1
Asymmetric Power GARCH
1
Börsenkurs
1
Distortion Risk Measures
1
Estimation
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Francq, Christian
Kurita, Takamitsu
Mittnik, Stefan
4
Zadrozny, Peter A.
4
Hahn, Jinyong
3
Kuersteiner, Guido M.
3
Rahbek, Anders
3
Saikkonen, Pentti
3
Zha, Tao
3
Asai, Manabu
2
Bohn Nielsen, Heino
2
Chan, Joshua
2
Eisenstat, Eric
2
Fanelli, Luca
2
Hamilton, James D.
2
Juodis, Artūras
2
Kalliovirta, Leena
2
McAleer, Michael
2
Meitz, Mika
2
Mutl, Jan
2
Waggoner, Daniel F.
2
Zakoïan, Jean-Michel
2
Angelini, Giovanni
1
Bevilacqua, Moreno
1
Binder, Michael
1
Boug, Pål
1
Bårdsen, Gunnar
1
Candelon, Bertrand
1
Cappelen, Ådne
1
Collard, Fabrice
1
Crudu, Federico
1
Doornik, Jurgen A.
1
Dumitrescu, Elena-Ivona
1
Fève, Patrick
1
Gooijer, Jan G. de
1
Hsiao, Cheng
1
Hurlin, Christophe
1
Jang, Kyungho
1
Johansen, Søren
1
Kim, Dukpa
1
more ...
less ...
Published in...
All
CREATES research paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
2
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
3
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->