//--> //--> //-->
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:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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
Assessing the risk-return trad...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
ARCH model
7
ARCH-Modell
7
Risikomaß
7
Risk measure
7
Estimation
5
Estimation theory
5
Schätztheorie
5
Volatility
4
Volatilität
4
Measurement
3
Messung
3
Value-at-Risk
3
Börsenkurs
2
Capital income
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
GARCH
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risk measures
2
Share price
2
Simulation
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Analysis of variance
1
Asymmetric Power GARCH
1
Confidence intervals for VaR
1
Distortion Risk Measures
1
Elliptical distribution
1
Estimation Risk
1
Estimation risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Mehrbändiges Werk
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Francq, Christian
Zaremba, Adam
28
Long, Huaigang
10
Gupta, Rangan
8
Chiang, Thomas C.
7
Bouri, Elie
6
Cakici, Nusret
6
McAleer, Michael
6
Shahzad, Syed Jawad Hussain
6
Allen, David E.
5
Gerlach, Richard
5
Grobys, Klaus
5
Jiang, Cuixia
5
Jiang, Yuexiang
5
McMillan, David G.
5
Rösch, Daniel
5
Uryasev, Stan
5
Wang, Junbo
5
Xu, Qifa
5
Xuan Vinh Vo
5
Zakoïan, Jean-Michel
5
Ali, Shoaib
4
Bali, Turan G.
4
Caporin, Massimiliano
4
Chiah, Mardy
4
Degiannakis, Stavros
4
Demirer, Rıza
4
Escanciano, Juan Carlos
4
Giudici, Paolo
4
Huang, Zhuo
4
Härdle, Wolfgang
4
Koopman, Siem Jan
4
Lucas, André
4
Maio, Paulo
4
Mensi, Walid
4
Muzindutsi, Paul-Francois
4
Pierdzioch, Christian
4
Poddig, Thorsten
4
Rashid, Abdul
4
Rubio, Gonzalo
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Annals of economics and statistics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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
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:
4
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->