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accessRights:"restricted"
~person:"Francq, Christian"
~person:"Frondel, Manuel"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
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Francq, Christian
Frondel, Manuel
Wagner, Joachim
19
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16
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11
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
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:
2
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:
3
Market premia for renewables in Germany : the effect on electricity prices
Frondel, Manuel
;
Kaeding, Matthias
;
Sommer, Stephan
- In:
Energy economics
109
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013283830
Saved in:
4
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:
5
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
6
Switching on electricity demand response : evidence for German households
Frondel, Manuel
;
Kussel, Gerhard
- In:
The energy journal
40
(
2019
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012118224
Saved in:
7
Heterogeneity in the price response of residential electricity demand : a dynamic approach for Germany
Frondel, Manuel
;
Kussel, Gerhard
;
Sommer, Stephan
- In:
Resource and energy economics
57
(
2019
),
pp. 119-134
Persistent link: https://www.econbiz.de/10012313294
Saved in:
8
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:
9
Risk perception of climate change : empirical evidence for Germany
Frondel, Manuel
;
Simora, Michael
;
Sommer, Stephan
- In:
Ecological economics : the transdisciplinary journal of …
137
(
2017
),
pp. 173-183
Persistent link: https://www.econbiz.de/10011794064
Saved in:
10
Time lags in the pass-through of crude oil prices : big data evidence from the German gasoline market
Frondel, Manuel
;
Vance, Colin
;
Kihm, Alex
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 713-717
Persistent link: https://www.econbiz.de/10011628417
Saved in:
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