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subject:"Germany"
~isPartOf:"Econometric theory"
~language:"eng"
~person:"Berkes, István"
~person:"Hafner, Christian M."
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
ARCH-Modell
Estimation theory
5
Schätztheorie
5
ARCH model
3
Estimation
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
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Aufsatz in Zeitschrift
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Berkes, István
Hafner, Christian M.
Linton, Oliver
5
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Francq, Christian
2
Saikkonen, Pentti
2
Yang, Lijian
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Andrews, Beth
1
Avarucci, Marco
1
Beutner, Eric
1
Chan, Kung-sik
1
Comte, Fabienne
1
Dedecker, J.
1
Feng, Yuanhua
1
Gao, Feng
1
Ghysels, Eric
1
Giraitis, Liudas
1
Halunga, Andreea G.
1
Henze, Norbert
1
Iglesias, Emma M.
1
Jensen, Søren Tolver
1
Jeong, Minsoo
1
Jiménez-Gamero, M. Dolores
1
Kim, Woocheol
1
Kristensen, Dennis
1
Li, Degui
1
Li, Deyuan
1
Li, Guodong
1
Li, Wai Keung
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Ling, Shiqing
1
Liu, Ji-chun
1
Liu, Rong
1
Lu, Zu-di
1
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Econometric theory
Economics letters
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
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ECONIS (ZBW)
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
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2
Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
3
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
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