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isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Francq, Christian"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Francq, Christian
Todorov, Viktor
14
Tauchen, George Eugene
10
Bollerslev, Tim
9
Andersen, Torben
7
Li, Jia
6
McAleer, Michael
6
Aït-Sahalia, Yacine
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Kim, Donggyu
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3
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Clark, Todd E.
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Engle, Robert F.
3
Ghysels, Eric
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Park, Joon Y.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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Yu, Jun
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Zhang, Lan
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Zhou, Hao
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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:
2
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:
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
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:
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