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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Forecasting model
ARCH model
ARCH-Modell
2
Estimation theory
2
Schätztheorie
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Volatility
1
Volatilität
1
adequacy test for CCC-GARCH models
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bootstrap
1
leverage effect
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quasi-maximum-likelihood estimation
1
variance-targeting estimator
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Aufsatz in Zeitschrift
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English
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Zakoïan, Jean-Michel
Francq, Christian
2
Horváth, Lajos
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Arvanitis, Stelios
1
Audrino, Francesco
1
Cai, Michael
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Chen, Yi-ting
1
Cheng, Tingting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Coudin, Elise
1
Czellar, Veronika
1
Del Negro, Marco
1
Di, Jianing
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Götz, Thomas B.
1
Haag, Berthold R.
1
Hafner, Christian M.
1
Hauzenberger, Klemens
1
Herbst, Edward P.
1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
Kang, Kyu Ho
1
Karabiyik, Hande
1
Kejriwal, Mohitosh
1
Kheifets, Igor L.
1
Kuo, Biing-shen
1
Li, Pengfei
1
Lin, Juan
1
Liu, Chu-An
1
Liu, Hang
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Journal of econometrics
7
Econometric theory
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
2
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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:
2
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
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