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subject:"Germany"
type_genre:"Collection of articles written by one author"
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Germany
Theory
Zeitreihenanalyse
Estimation theory
24
Schätztheorie
24
Theorie
14
ARCH model
9
ARCH-Modell
9
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
6
Estimation
4
Schätzung
4
Heteroscedasticity
3
Heteroskedastizität
3
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1987-1993
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Börsenkurs
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France
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Frankreich
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Interest rate
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Markov chain
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Zins
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APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional Heteroskedasticity
1
Conditional heteroskedasticity
1
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1
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Collection of articles written by one author
Aufsatz im Buch
Working Paper
Arbeitspapier
17
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15
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15
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Zakoïan, Jean-Michel
Härdle, Wolfgang
68
Phillips, Peter C. B.
43
Pesaran, M. Hashem
42
Gao, Jiti
40
Gouriéroux, Christian
38
Franses, Philip Hans
36
Koopman, Siem Jan
32
Lütkepohl, Helmut
29
Swanson, Norman R.
28
Johansen, Søren
27
Maravall Herrero, Agustín
25
Lucas, André
24
Nielsen, Morten Ørregaard
24
Sibbertsen, Philipp
24
Imbens, Guido
23
Teräsvirta, Timo
21
Heckman, James J.
20
Kapetanios, George
20
Kleibergen, Frank
20
Lechner, Michael
20
Stahlecker, Peter
20
Diebold, Francis X.
19
Kohn, Robert
19
McAleer, Michael
19
Spokojnyj, Vladimir G.
19
Brännäs, Kurt
18
Robert, Christian P.
18
Feng, Yuanhua
17
Monfort, Alain
17
Breitung, Jörg
16
Huschens, Stefan
16
Linton, Oliver
16
Peng, Bin
16
Sheather, Simon J.
16
Dufour, Jean-Marie
15
Giles, David E. A.
15
Hyndman, Rob J.
15
Koop, Gary
15
Newey, Whitney K.
15
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Handbook of financial time series
1
Working paper series
1
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ECONIS (ZBW)
18
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
3
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
4
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
5
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
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