//--> //--> //-->
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"
~subject:"Monte Carlo simulation"
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:"testing"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Statistical test
6
Statistischer Test
6
ARCH model
4
ARCH-Modell
4
Theorie
4
Theory
4
Conditional homoscedasticity testing
3
Estimation theory
3
Leverage effect
3
Linear ARCH
3
Monte-Carlo-Simulation
3
Quasi-maximum likelihood
3
Schätztheorie
3
Time series analysis
3
Weighted least-squares
3
Zeitreihenanalyse
3
Nichtlineare Regression
2
Nonlinear regression
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Conditional Monte Carlo test
1
Conditional heteroskedasticity
1
Efficiency comparisons
1
Empirical characteristic function
1
Estimation
1
Experiment
1
Extended CCC-GARCH
1
GARCH innovations
1
Heteroscedasticity
1
Heteroskedastizität
1
Inconsistent estimator
1
Induktive Statistik
1
Innovation
1
Kapitaleinkommen
1
MGARCH
1
Nichtparametrisches Verfahren
1
Non-Gaussian QMLE
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Francq, Christian
Dufour, Jean-Marie
14
Doko Tchatoka, Firmin
7
Hecq, Alain W. J.
6
Kapetanios, George
6
Kurozumi, Eiji
6
Reed, W. Robert
6
Caporale, Guglielmo Maria
5
Coudin, Elise
5
Diks, Cees G. H.
5
Eo, Yunjong
5
Li, Yong
5
Morley, James C.
5
Pittis, Nikitas
5
Rossi, Barbara
5
Sekhposyan, Tatevik
5
Urga, Giovanni
5
Ziegler, Andreas
5
Chan, Felix
4
Di Iorio, Francesca
4
Fachin, Stefano
4
Hvozdyk, Lyudmyla
4
Inoue, Atsushi
4
Khalaf, Lynda
4
Montesi, Giuseppe
4
Papiro, Giovanni
4
Solon, Gary
4
Westerlund, Joakim
4
Yamamoto, Yohei
4
Anderson, Heather M.
3
Brown, Jason P.
3
Camponovo, Lorenzo
3
Candelon, Bertrand
3
Costantini, Mauro
3
Dahl, Christian M.
3
Darné, Olivier
3
Dungey, Mardi H.
3
Godfrey, L. G.
3
Hartigan, Luke
3
Kheifets, Igor
3
more ...
less ...
Published in...
All
Econometric theory
1
Journal of econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
2
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
3
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->