EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Functional QMLE"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 1 ARCH-Modell 1 Estimation 1 Estimation theory 1 Functional QMLE 1 Functional time series 1 High-frequency volatility models 1 Intraday returns 1 Schätztheorie 1 Schätzung 1 Stationarity of functional GARCH 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Cerovecki, Clément 1 Francq, Christian 1 Hörmann, Siegfried 1 Zakoïan, Jean-Michel 1
Published in...
All
Journal of econometrics 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
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:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...