//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Peng, Liang"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
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_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Schätzung
Statistischer Test
Zeitreihenanalyse
Estimation theory
24
Schätztheorie
24
ARCH model
11
ARCH-Modell
11
Time series analysis
9
Risikomaß
6
Risk measure
6
Estimation
5
Induktive Statistik
5
Statistical inference
5
Statistical test
5
Volatility
5
Volatilität
5
Bootstrap-Verfahren
4
Forecasting model
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Einheitswurzeltest
3
Empirical likelihood
3
Measurement
3
Messung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risiko
3
Risk
3
Unit root test
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Dynamic portfolio
2
Filtered historical simulation
2
Haezendonck-Goovaerts risk measure
2
Heteroscedasticity
2
Heteroskedastizität
2
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Francq, Christian
Peng, Liang
Gao, Jiti
18
Linton, Oliver
15
Phillips, Peter C. B.
13
Cai, Zongwu
12
Marcellino, Massimiliano
12
Bera, Anil K.
11
Kapetanios, George
11
Su, Liangjun
11
Kumbhakar, Subal
10
Li, Jia
10
Nielsen, Morten Ørregaard
10
Baltagi, Badi H.
9
Sentana, Enrique
9
Sun, Yiguo
9
Taylor, Robert
9
Westerlund, Joakim
9
Zhu, Ke
9
Lee, Lung-fei
8
Lütkepohl, Helmut
8
Sun, Yixiao
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Tu, Yundong
8
Demetrescu, Matei
7
Dufour, Jean-Marie
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Qi
7
Omay, Tolga
7
Tauchen, George Eugene
7
Wang, Shouyang
7
Cavaliere, Giuseppe
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Hill, Jonathan B.
6
Hong, Yongmiao
6
Hsu, Yu-Chin
6
more ...
less ...
Published in...
All
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Econometric theory
2
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
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:
3
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
4
A unified unit root test regardless of intercept
Yang, Bingduo
;
Liu, Xiaohui
;
Long, Wei
;
Peng, Liang
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Saved in:
5
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
6
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
9
Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao
;
Leng, Xuan
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->