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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Francq, Christian"
~person:"Liu, Zhi"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Zeitreihenanalyse
Estimation theory
6
Schätztheorie
6
ARCH model
2
ARCH-Modell
2
Volatilität
2
Estimation
1
Induktive Statistik
1
Schätzung
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Statistical inference
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Theorie
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Theory
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Croux, Christophe
Francq, Christian
Liu, Zhi
Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
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Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
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Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Li, Deyuan
2
Li, Jia
2
Lieberman, Offer
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Lütkepohl, Helmut
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McCabe, Brendan Peter Martin
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Park, Joon Y.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
Sun, Yiguo
2
Sun, Yixiao
2
Tjostheim, Dag
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Econometric theory
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Finance and stochastics
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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
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2
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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3
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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