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subject:"Exchange rate"
subject:"Rationale Erwartung"
~person:"Francq, Christian"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Article in journal"
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Exchange rate
Rationale Erwartung
Maximum-Likelihood-Schätzung
Estimation theory
24
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24
ARCH model
18
ARCH-Modell
18
Estimation
7
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Francq, Christian
Lee, Lung-fei
18
Jin, Fei
8
Tsionas, Efthymios G.
7
Yu, Jihai
6
Li, Kunpeng
5
Tran, Kien C.
5
Zakoïan, Jean-Michel
5
Hurn, Stan
4
Koopman, Siem Jan
4
Li, Dong
4
Lindsay, Kenneth A.
4
Lucas, André
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Pfaffermayr, Michael
4
Phillips, Peter C. B.
4
Qu, Zhongjun
4
Wang, Hansheng
4
Wooldridge, Jeffrey M.
4
Allen, David E.
3
Amiri, Amirhossein
3
Andrews, Isaiah
3
Arize, Augustine Chuck
3
Bai, Jushan
3
Baillie, Richard
3
Bera, Anil K.
3
Bollerslev, Tim
3
Boudreault, Mathieu
3
Caporale, Guglielmo Maria
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Chan, Ngai Hang
3
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3
Choi, Seungmoon
3
Diebold, Francis X.
3
Fergusson, Kevin
3
Fiorentini, Gabriele
3
Gouriéroux, Christian
3
Juodis, Artūras
3
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3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
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1
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
2
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:
3
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
4
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
Saved in:
5
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
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