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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~person:"Francq, Christian"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
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8
Estimation
8
Schätzung
8
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
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5
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Börsenkurs
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Capital income
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ARCH models
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Aufsatz in Zeitschrift
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Francq, Christian
Gupta, Rangan
30
Gil-Alaña, Luis A.
27
Kumar, Dilip
19
Ma, Feng
18
Jalles, João Tovar
17
Berg, Gerard J. van den
15
Apergēs, Nikolaos
14
Döpke, Jörg
14
Caporale, Guglielmo Maria
13
Tiwari, Aviral Kumar
13
Bahmani-Oskooee, Mohsen
12
Bouri, Elie
12
McAleer, Michael
12
Ours, Jan C. van
12
Malik, Farooq
11
Serletis, Apostolos
11
Wohar, Mark E.
11
Wu, Xinyu
11
Balcilar, Mehmet
10
Chiang, Thomas C.
10
Hamori, Shigeyuki
10
Huang, Zhuo
10
Yoon, Seong-min
10
Brooks, Robert
9
Floros, Christos
9
Zhang, Yaojie
9
Addison, John T.
8
Afonso, António
8
Antonakakis, Nikolaos
8
Degiannakis, Stavros
8
Gallegati, Mauro
8
Koopman, Siem Jan
8
Lee, Chien-chiang
8
Nonejad, Nima
8
Pierdzioch, Christian
8
Weber, Enzo
8
Zakoïan, Jean-Michel
8
Österholm, Pär
8
Živkov, Dejan
8
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Journal of econometrics
4
Annals of economics and statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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1
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
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:
5
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:
6
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:
7
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
8
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:
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