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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Koop, Gary"
~person:"Sheppard, Kevin"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Volatility
Estimation theory
3
Schätztheorie
3
ARCH-Modell
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
EGARCH
1
Estimation
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Volatilität
1
adequacy test for CCC-GARCH models
1
bootstrap
1
exponential Chi-squared
1
leverage effect
1
log-GARCH
1
quasi-maximum likelihood
1
quasi-maximum-likelihood estimation
1
variance-targeting estimator
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Aufsatz in Zeitschrift
Graue Literatur
Article in journal
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English
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Bauwens, Luc
Francq, Christian
Koop, Gary
Sheppard, Kevin
Zakoïan, Jean-Michel
Horváth, Lajos
2
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Czellar, Veronika
1
Di, Jianing
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Haag, Berthold R.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Phillips, Peter C. B.
1
Rodrigues, Paulo M. M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
13
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
6
Strathclyde discussion papers in economics
4
Econometric theory
3
International journal of forecasting
3
CORE discussion papers : DP
2
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
Annals of economics and statistics
1
CAMA working paper series
1
CORE discussion paper : DP
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
LIDAM discussion paper CORE
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Staff working paper / Bank of Canada
1
Série des documents de travail
1
The review of economic studies
1
Working paper
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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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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