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~person:"Francq, Christian"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Estimation theory
43
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43
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27
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27
Theorie
15
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15
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11
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Francq, Christian
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
Jin, Fei
8
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8
Christiano, Lawrence J.
7
Hurn, Stan
7
Kukacka, Jiri
7
Nielsen, Morten Ørregaard
7
Tsionas, Efthymios G.
7
Vigfusson, Robert J.
7
Winkelmann, Rainer
7
Cavaliere, Giuseppe
6
Li, Kunpeng
6
Lindsay, Kenneth A.
6
Lucas, André
6
Monfort, Alain
6
Rahbek, Anders
6
Taylor, Robert
6
Yu, Jihai
6
Ait-Sahalia, Yacine
5
Andersen, Steffen
5
Andrews, Donald W. K.
5
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5
Bailey, Natalia
5
Baltagi, Badi H.
5
Bao, Yong
5
Bartolucci, Francesco
5
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5
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5
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5
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5
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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
Journal of econometrics
1
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ECONIS (ZBW)
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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
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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