Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
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
Stationarity of Multivariate M...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
47
Schätztheorie
47
ARCH-Modell
45
Theorie
32
Theory
32
Time series analysis
23
Zeitreihenanalyse
23
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Estimation
13
Schätzung
13
Risikomaß
10
Risk measure
10
Volatility
9
Volatilität
9
ARMA model
7
ARMA-Modell
7
Capital income
7
Induktive Statistik
7
Kapitaleinkommen
7
Statistical distribution
7
Statistical inference
7
Statistische Verteilung
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Heteroscedasticity
5
Heteroskedastizität
5
Markov chain
5
Markov-Kette
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Risiko
4
Risk
4
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
more ...
less ...
Online availability
All
Undetermined
15
Free
4
Type of publication
All
Article
28
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Lehrbuch
2
Textbook
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
45
Author
All
Francq, Christian
45
Zakoïan, Jean-Michel
36
Darolles, Serge
3
Horváth, Lajos
3
Laurent, Sébastien
3
Blasques, F.
2
LeFol, Gaëlle
2
Sucarrat, Genaro
2
Aknouche, Abdelhakim
1
Cerovecki, Clément
1
Hörmann, Siegfried
1
Jiménez-Gamero, M. D.
1
Kandji, Baye Matar
1
Le Quyen Thieu
1
Lepage, Guillaume
1
Makarova, Svetlana D.
1
Meintanis, S. G.
1
Wintenberger, Olivier
1
Zakoïan, Jean-Michael
1
more ...
less ...
Published in...
All
Journal of econometrics
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Econometric theory
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of economics and statistics
2
Working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
ProQuest Ebook Central
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
2
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
4
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
6
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:
7
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:
8
GARCH models : structure, statistical inference and financial applications
Francq, Christian
;
Zakoïan, Jean-Michel
-
2010
Persistent link: https://www.econbiz.de/10003954916
Saved in:
9
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
10
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10009409634
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
