//--> //--> //--> //-->
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
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
19
ARCH-Modell
19
Estimation theory
9
Schätztheorie
9
Theorie
9
Theory
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
Volatility
3
Volatilität
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Core
1
Correlation
1
DCC
1
Derivat
1
Derivative
1
Estimation
1
Forecasting model
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Amtsdruckschrift
2
Government document
2
Language
All
English
19
Author
All
Francq, Christian
11
Zakoïan, Jean-Michel
10
Doukhan, Paul
2
Fermanian, Jean-David
2
Zakoïan, Jean-Michael
2
Bertholon, Henri
1
Carrasco, Marine
1
Chen, Xiaohong
1
Coudin, Elise
1
Dufour, Jean-Marie
1
Gouriéroux, Christian
1
Horváth, Lajos
1
Madre, Hélène
1
Malongo, Hassan
1
Monfort, Alain
1
Pegoraro, Fulvio
1
Poignard, Benjamin
1
Rosenbaum, Mathieu
1
Teyssière, Gilles
1
Winant, Pablo
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Energy economics
253
Finance research letters
169
Applied economics
159
Economic modelling
156
Journal of econometrics
154
International review of financial analysis
136
Journal of empirical finance
133
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
110
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
90
Journal of forecasting
85
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
50
Journal of international money and finance
48
Econometric reviews
46
International journal of finance & economics : IJFE
46
International journal of economics and finance
45
CREATES research paper
44
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation adjusted VaR
Gouriéroux, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748868
Saved in:
2
Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748872
Saved in:
3
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
-
2014
Persistent link: https://www.econbiz.de/10010481261
Saved in:
4
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
5
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
6
Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
7
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:
8
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
9
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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...
//-->