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subject:"Agency theory"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel"
~isPartOf:"NBER Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Zakoïan, Jean-Michel"
~subject:"CAPM"
~subject:"Heuristik"
~subject:"Theorie"
~type:"book"
~type_genre:"Working Paper"
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Agency theory
CAPM
Heuristik
Theorie
Theory
18
Estimation theory
11
Schätztheorie
11
ARCH model
7
ARCH-Modell
7
Time series analysis
4
Zeitreihenanalyse
4
ARMA model
3
ARMA-Modell
3
Markov chain
3
Markov-Kette
3
Induktive Statistik
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtlineare Regression
2
Nonlinear regression
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
1987-1993
1
Börsenkurs
1
Estimation
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
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Arbeitspapier
18
Graue Literatur
17
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17
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10
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10
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English
18
Author
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Zakoïan, Jean-Michel
Drexl, Andreas
128
Gouriéroux, Christian
66
Kimms, Alf
61
Robert, Christian P.
42
Kolisch, Rainer
36
Sprecher, Arno
28
Haase, Knut
26
Briskorn, Dirk
25
Salewski, Frank
25
Schirmer, Andreas
25
Hartmann, Sönke
23
Monfort, Alain
21
Nippel, Peter
21
Guégan, Dominique
17
Francq, Christian
16
Jouini, Elyès
16
Nikulin, Jurij V.
16
Jordan, Carsten
15
Albers, Sönke
14
Hauschildt, Jürgen
14
Renault, Eric
14
Scaillet, Olivier
14
Jasiak, Joann
13
Comte, Fabienne
12
Salanié, Bernard
12
Darolles, Serge
11
Fermanian, Jean-David
11
Kramarz, Francis
11
Linnemer, Laurent
11
Robin, Jean-Marc
11
Rousseau, Judith
11
Fagart, Marie-Cécile
10
Laroque, Guy
10
Touzi, Nizar
10
Weber, Martin
10
Guerre, Emmanuel
9
Koehl, Pierre-François
9
Jullien, Bruno
8
Jörnsten, Kurt O.
8
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Journal of banking & finance
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
NBER Working Paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Working paper series
1
Source
All
ECONIS (ZBW)
18
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Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
2
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
5
Barlett's formula for non linear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755836
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
9
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
10
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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