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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Francq, Christian"
~person:"Zakoïan, Jean-Michel"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Statistical test"
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Großbritannien
Wechselkurs
Maximum-Likelihood-Schätzung
Statistical test
Estimation theory
16
Schätztheorie
16
Theorie
11
Theory
11
ARCH model
7
ARCH-Modell
7
Maximum likelihood estimation
5
Time series analysis
3
Zeitreihenanalyse
3
Risikomaß
2
Risk measure
2
1987-1993
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
Estimation
1
Forecasting model
1
France
1
Frankreich
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
VAR model
1
VAR-Modell
1
Zins
1
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5
Graue Literatur
5
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5
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English
5
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Francq, Christian
Zakoïan, Jean-Michel
Coudin, Elise
2
Dufour, Jean-Marie
2
Salanié, Bernard
2
Broze, Laurence
1
Buscha, Franz
1
Chesher, Andrew
1
Fermanian, Jean-David
1
Foncel, Jérôme
1
Gouriéroux, Christian
1
Holly, Alberto
1
Horváth, Lajos
1
Hristache, Marian
1
Jullien, Bruno
1
Li, Dong
1
Ling, Shiqing
1
Maurel, Arnaud
1
Monfort, Alain
1
Page, Lionel
1
Patilea, Valentin
1
Rockinger, Michael
1
Smith, Richard J.
1
Speckesser, Stefan
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail
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ECONIS (ZBW)
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
3
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:
4
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:
5
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
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