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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Deutschland
Forecasting model
ARCH model
ARCH-Modell
2
Estimation theory
2
Schätztheorie
2
Asymmetric Power GARCH
1
Distortion Risk Measures
1
Estimation
1
Estimation Risk
1
Induktive Statistik
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Measurement
1
Messung
1
Non-Gaussian Quasi-Maximum Likelihood
1
Risiko
1
Risikomanagement
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Risikomaß
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Risk
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Risk management
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Risk measure
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Schätzung
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Statistical inference
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Aufsatz in Zeitschrift
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English
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Bauwens, Luc
Francq, Christian
Koop, Gary
Phillips, Peter C. B.
2
Zakoïan, Jean-Michel
2
Bai, Jushan
1
Cooley, Thomas F.
1
Hussey, Robert Miller
1
Jensen, Søren Tolver
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Ng, Serena
1
Parke, William R.
1
Péguin-Feissolle, Anne
1
Rahbek, Anders
1
Sanhaji, Bilel
1
Tauchen, George Eugene
1
West, Kenneth D.
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Zhang, Lan
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Annals of economics and statistics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Strathclyde discussion papers in economics
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CORE discussion papers : DP
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Econometric theory
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CAMA working paper series
1
CORE discussion paper : DP
1
Discussion papers / CEPR
1
Economics letters
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Federal Reserve Bank of Cleveland working paper series
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Journal of empirical finance
1
Journal of the American Statistical Association : JASA
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LIDAM discussion paper CORE
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Staff working paper / Bank of Canada
1
The review of economic studies
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Working paper
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Working paper series
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Working paper series / European Central Bank
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ECONIS (ZBW)
2
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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:
2
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
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