//--> //--> //--> //-->
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:"Schätztheorie"
~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
Schätztheorie
VAR model
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Estimation theory
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
Composite likelihood
1
Distortion Risk Measures
1
Estimation
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
11
Author
All
Francq, Christian
Kurita, Takamitsu
Lee, Lung-fei
20
Koopman, Siem Jan
19
Pesaran, M. Hashem
16
Fiorentini, Gabriele
11
Sentana, Enrique
11
Zakoïan, Jean-Michel
11
Hayakawa, Kazuhiko
10
Blasques, Francisco
9
Pfaffermayr, Michael
9
Phillips, Peter C. B.
9
Magnus, Jan R.
8
Nielsen, Morten Ørregaard
8
Christiano, Lawrence J.
7
Hurn, Stan
7
Jin, Fei
7
Kukacka, Jiri
7
Lucas, André
7
McAleer, Michael
7
Tsionas, Efthymios G.
7
Vigfusson, Robert J.
7
Winkelmann, Rainer
7
Cavaliere, Giuseppe
6
Li, Kunpeng
6
Liesenfeld, Roman
6
Lindsay, Kenneth A.
6
Monfort, Alain
6
Rahbek, Anders
6
Taylor, Robert
6
Yu, Jihai
6
Yun, Myeong-Su
6
Ait-Sahalia, Yacine
5
Andersen, Steffen
5
Andrews, Donald W. K.
5
Aquaro, Michele
5
Bailey, Natalia
5
Baltagi, Badi H.
5
Bao, Yong
5
Bartolucci, Francesco
5
Brandt, Michael W.
5
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
CREATES research paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
2
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
3
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:
4
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:
5
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
6
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:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
9
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->