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subject:"Germany"
~person:"Huschens, Stefan"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH-Modell
Theory
Estimation theory
33
Schätztheorie
33
Theorie
26
ARCH model
8
Risikomaß
7
Risk measure
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Credit risk
5
Kreditrisiko
5
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4
Bankrisiko
4
Estimation
4
Schätzung
4
Heteroscedasticity
3
Heteroskedastizität
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Statistical distribution
3
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3
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3
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1987-1993
2
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2
Börsenkurs
2
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2
France
2
Frankreich
2
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2
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2
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2
Portfolio selection
2
Portfolio-Management
2
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2
Risk
2
Share price
2
Simulation
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2
Stochastischer Prozess
2
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Book / Working Paper
30
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Graue Literatur
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30
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30
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30
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23
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English
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German
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Huschens, Stefan
Zakoïan, Jean-Michel
Härdle, Wolfgang
59
Pesaran, M. Hashem
32
Franses, Philip Hans
30
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
Lechner, Michael
20
Teräsvirta, Timo
20
Brännäs, Kurt
19
Kohn, Robert
19
Stahlecker, Peter
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Spokojnyj, Vladimir G.
18
Robert, Christian P.
17
Francq, Christian
16
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Breitung, Jörg
13
Giles, Judith A.
13
Lucas, André
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Guégan, Dominique
12
Linton, Oliver
12
Lütkepohl, Helmut
12
Park, Byeong U.
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Dresdner Beiträge zu quantitativen Verfahren
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Diskussionsschriften / Universität Heidelberg, Wirtschaftswissenschaftliche Fakultät
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
30
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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
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
Saved in:
4
Confidence intervals for asset correlations in the asymptotic single risk factor model
Höse, Steffi
-
2011
Persistent link: https://www.econbiz.de/10013441202
Saved in:
5
Confidence intervals for quantiles of a vasicek-distributed credit portfolio loss
Höse, Steffi
-
2010
Persistent link: https://www.econbiz.de/10013441191
Saved in:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
7
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
8
Confidence intervals for correlations in the asymptotic single risk factor model
Höse, Steffi
-
2009
Persistent link: https://www.econbiz.de/10013441199
Saved in:
9
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:
10
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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