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subject:"ARCH model"
~accessRights:"free"
~isPartOf:"Série des documents de travail"
~subject:"Maximum likelihood estimation"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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ARCH model
Maximum likelihood estimation
Estimation theory
8
Maximum-Likelihood-Schätzung
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Asymptotic Single Risk Factor
2
Composite Likelihood
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Pseudo Maximum Likelihood
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Bernstein-von Mises theorem
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Brent crude oil price
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Conditional Heteroskedasticity
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Count regression
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Estimating Equations
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Exponentially Titled Empirical Likelihood
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Generalized Method of Moments
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Gouriéroux, Christian
3
Monfort, Alain
3
Bec, Frédérique
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Sai͏̈di, Sarra
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Discussion paper / Tinbergen Institute
57
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1
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
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2
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
3
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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4
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
5
Optimal Kullback-Leibler aggregation in mixture estimation by maximum likelihood
Dalalyan, Arnak S.
;
Sebbar, Mehdi
-
2017
Persistent link: https://www.econbiz.de/10012197886
Saved in:
6
Vine-GARCH process : stationarity and asymptotic properties
Poignard, Benjamin
;
Fermanian, Jean-David
-
2016
Persistent link: https://www.econbiz.de/10011854705
Saved in:
7
Bayesian empirical likelihood estimation and comparison of moment condition models
Chib, Siddhartha
;
Shin, Minchul
;
Simoni, Anna
-
2016
-
This version: June, 2016
Persistent link: https://www.econbiz.de/10011855311
Saved in:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
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