//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Germany"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Theory"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
ARCH-Modell
Estimation
Theory
Estimation theory
21
Schätztheorie
21
Theorie
14
ARCH model
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätzung
4
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
France
2
Frankreich
2
Markov chain
2
Markov-Kette
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
APARCH
1
Asymmetric Student-t distribution
1
Beta-t-GARCH
1
Conditional Heteroskedasticity
1
Conditional heteroskedasticity
1
Consistency
1
Forecasting model
1
Identification
1
LAN in time series
1
Measurement
1
Messung
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
20
Non-commercial literature
20
Working Paper
20
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
20
Author
All
Zakoïan, Jean-Michel
Härdle, Wolfgang
63
Pesaran, M. Hashem
41
Linton, Oliver
33
Franses, Philip Hans
31
Phillips, Peter C. B.
27
Gouriéroux, Christian
25
Swanson, Norman R.
25
Gao, Jiti
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Lechner, Michael
22
Kapetanios, George
21
Brännäs, Kurt
20
Marcellino, Massimiliano
20
Teräsvirta, Timo
20
Cai, Zongwu
19
Kohn, Robert
19
Stahlecker, Peter
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Spokojnyj, Vladimir G.
18
Francq, Christian
17
Lütkepohl, Helmut
17
Robert, Christian P.
17
Angrist, Joshua D.
16
Giles, David E. A.
15
Koop, Gary
15
Koopman, Siem Jan
15
Lucas, André
15
Newey, Whitney K.
15
Sheather, Simon J.
15
Diebold, Francis X.
14
Monfort, Alain
14
Breitung, Jörg
13
Giles, Judith A.
13
Hafner, Christian M.
13
Mammen, Enno
13
Scaillet, Olivier
13
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Série des documents de travail
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
4
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
5
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:
6
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:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
9
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:
10
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->