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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~subject:"Momentenmethode"
~subject:"Share price"
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Volatility
Momentenmethode
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Estimation theory
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Schätztheorie
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ARCH model
2
ARCH-Modell
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Volatilität
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adequacy test for CCC-GARCH models
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Francq, Christian
Ghysels, Eric
Linton, Oliver
6
Pesaran, M. Hashem
4
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
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Ahlgren, Niklas
1
Andreou, Alena
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Antell, Jan
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Bailey, Natalia
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Bos, Charles S.
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Bu, Ruijun
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1
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1
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1
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Chudik, Alexander
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Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
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Gao, Jiti
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Hassler, Uwe
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Herwartz, Helmut
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1
Ikeda, Shin S.
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Janus, Paweł
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Journal of international money and finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
2
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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