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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"Estimation risk"
~subject:"Germany"
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Estimation
Zeitreihenanalyse
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Zakoïan, Jean-Michel
Todorov, Viktor
15
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Koop, Gary
11
Bollerslev, Tim
9
Linton, Oliver
9
Marcellino, Massimiliano
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9
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7
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5
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5
Lu, Xun
5
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5
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4
Callaway, Brantly
4
Clark, Todd E.
4
Francq, Christian
4
Frühwirth-Schnatter, Sylvia
4
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4
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Heckman, James J.
4
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4
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4
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4
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4
Li, Kunpeng
4
Park, Joon Y.
4
Sasaki, Yuya
4
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4
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Journal of applied econometrics
Journal of econometrics
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1
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1
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1
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1
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ECONIS (ZBW)
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1
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:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
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