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subject:"Share price"
~subject:"Deutschland"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Estimation theory"
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Share price
Deutschland
Estimation theory
50
Schätztheorie
50
ARCH model
23
ARCH-Modell
23
Theorie
23
Theory
23
Time series analysis
14
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14
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1987-1993
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English
6
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Zakoïan, Jean-Michel
Winkelmann, Rainer
22
Lechner, Michael
21
Wolters, Jürgen
14
Kapetanios, George
12
Pesaran, M. Hashem
12
Lütkepohl, Helmut
11
Tauchen, George Eugene
11
Bekaert, Geert
10
Härdle, Wolfgang
10
Linton, Oliver
10
Teräsvirta, Timo
10
Maheswaran, S.
9
Todorov, Viktor
9
Wunsch, Conny
9
Yang, Lijian
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Runde, Ralf
8
Allen, David E.
7
Faff, Robert W.
7
Huber, Martin
7
Krämer, Walter
7
Malec, Peter
7
Abberger, Klaus
6
Bauwens, Luc
6
Brecht, Beatrix
6
Diebold, Francis X.
6
Feng, Yuanhua
6
Gao, Jiti
6
Griliches, Zvi
6
Kim, Donggyu
6
Koebel, Bertrand M.
6
Bibinger, Markus
5
Biewen, Martin
5
Bodory, Hugo
5
Brandt, Michael W.
5
Camponovo, Lorenzo
5
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Journal of econometrics
2
CORE discussion paper : DP
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
6
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1
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
2
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:
3
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
4
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
5
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
6
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
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