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subject:"India"
~isPartOf:"Working paper series"
~person:"Battese, George Edward"
~person:"Craig, Ben R."
~person:"Rodriguez, Gabriel"
~person:"Zakoïan, Jean-Michel"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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India
Estimation theory
Stochastischer Prozess
VAR model
Zeitreihenanalyse
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
APARCH
1
ARCH model
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ARCH-Modell
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Asymmetric Student-t distribution
1
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Conditional heteroskedasticity
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Estimation
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conditional CoVaR and Delta-CoVaR
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empirical distribution of bivariate residuals
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model-free estimation risk
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Battese, George Edward
Craig, Ben R.
Rodriguez, Gabriel
Zakoïan, Jean-Michel
Kohn, Robert
23
Sheather, Simon J.
23
Hettmansperger, Thomas P.
11
McKean, Joseph W.
11
Wand, M. P.
8
Ansley, Craig F.
7
Smith, Michael S.
6
Carter, Chris K.
5
Eagleson, Geoff K.
5
Wong, Chi-ming
5
Canepa, Alessandra
4
Jentsch, Carsten
4
Jones, M. C.
4
Shively, Thomas S.
4
Devereux, Paul J.
3
Marron, James Stephen
3
Musolesi, Antonio
3
Poirier, Dale J.
3
Barnett, Glen
2
Bonham, Carl Stanley
2
Curry, David J.
2
Francq, Christian
2
Fuleky, Peter
2
Gutierrez, Roberto G.
2
Hall, Peter
2
Leucht, Anne
2
Naranjo, Joshua D.
2
Oczkowski, Edward A.
2
Ruppert, David
2
Tan, Randolph Gee Kwang
2
Tharm, David
2
Trenkler, Carsten
2
Wittenberg, Martin
2
Wu, Yuan
2
Zhao, Qianxue
2
Abrigo, Michael Ralph M.
1
Ackerberg, Daniel A.
1
Barbour, A. D.
1
Beering, Carina
1
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Working paper series
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of econometrics
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Documento de trabajo
5
Econometric theory
5
Working papers in econometrics and applied statistics
5
CORE discussion paper : DP
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
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Annales d'économie et de statistique
1
Annals of economics and statistics
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Bundesbank Series 1 Discussion Paper
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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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Economic review
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Economics letters
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Federal Reserve Bank of Cleveland working paper series
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Handbook of financial time series
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International journal of monetary economics and finance
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Journal de la Société de Statistique de Paris
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Journal of applied econometrics
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Journal of empirical finance
1
Journal of productivity analysis
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
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The Australian journal of agricultural economics
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ECONIS (ZBW)
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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
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2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
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