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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Kanada"
~subject:"Theorie"
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Estimation
Schätzung
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Einheitswurzeltest
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4
Estimation theory
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Francq, Christian
Todorov, Viktor
14
Gil-Alaña, Luis A.
9
Herwartz, Helmut
9
Linton, Oliver
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Phillips, Peter C. B.
8
Su, Liangjun
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6
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5
Aït-Sahalia, Yacine
5
Breitung, Jörg
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Wolters, Jürgen
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Burda, Michael C.
4
Callaway, Brantly
4
Gouriéroux, Christian
4
Heckman, James J.
4
Holtemöller, Oliver
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Hsiao, Cheng
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Li, Kunpeng
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Sasaki, Yuya
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Schmidt, Peter
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Discussion papers of interdisciplinary research project 373
Journal of econometrics
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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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:
2
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:
3
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:
4
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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