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subject:"Germany"
~person:"Teräsvirta, Timo"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
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Germany
ARCH-Modell
Theory
Estimation theory
115
Schätztheorie
115
Time series analysis
53
Zeitreihenanalyse
53
ARCH model
42
Theorie
40
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21
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21
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77
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Teräsvirta, Timo
Zakoïan, Jean-Michel
Härdle, Wolfgang
74
Pesaran, M. Hashem
57
Phillips, Peter C. B.
55
Gouriéroux, Christian
51
Andrews, Donald W. K.
47
Franses, Philip Hans
44
McAleer, Michael
43
Newey, Whitney K.
42
Francq, Christian
36
Lechner, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Lütkepohl, Helmut
33
Winkelmann, Rainer
33
Krämer, Walter
32
Robinson, Peter M.
31
Heckman, James J.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Engle, Robert F.
28
Linton, Oliver
28
Diebold, Francis X.
27
Brännäs, Kurt
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Bera, Anil K.
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Ullah, Aman
24
Bauwens, Luc
23
Hahn, Jinyong
23
Lucas, André
23
Spokojnyj, Vladimir G.
23
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Ekonomiska forskningsinstitutet <Stockholm>
5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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International journal of forecasting
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Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
79
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21
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21
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:
22
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
23
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
24
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
25
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:
26
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
27
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:
28
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10009409634
Saved in:
29
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:
30
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
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