//--> //--> //-->
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
person:"Bera, Anil K."
subject:"Theorie"
~isPartOf:"Journal of econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatility
Estimation theory
9
Schätztheorie
9
ARCH model
7
ARCH-Modell
7
Estimation
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Volatilität
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Dynamic portfolio
2
Filtered historical simulation
2
Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
Share price
2
Simulation
2
Strict stationarity
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Compound Poisson process
1
Conditional heteroskedasticity
1
Confidence intervals for VaR
1
EGARCH
1
Efficiency comparisons
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bera, Anil K.
Zakoïan, Jean-Michel
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Chib, Siddhartha
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Jia
6
Li, Qi
6
Phillips, Peter C. B.
6
Kim, Donggyu
5
Li, Yingying
5
Baltagi, Badi H.
4
Chen, Songnian
4
Francq, Christian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Mykland, Per A.
4
Park, Joon Y.
4
Schmidt, Peter
4
Swanson, Norman R.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
more ...
less ...
Published in...
All
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Econometric reviews
3
Econometric theory
3
CORE discussion paper : DP
2
Discussion paper / Center for Economic Research, Tilburg University
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
Série des documents de travail
1
The financial review : the official publication of the Eastern Finance Association
1
The review of economic studies
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
5
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->