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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series"
~person:"Francq, Christian"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Statistical inference
Zeitreihenanalyse
Estimation theory
5
Schätztheorie
5
Induktive Statistik
1
Theorie
1
Theory
1
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1
Volatility
1
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Francq, Christian
Linton, Oliver
7
Phillips, Peter C. B.
7
Chan, Ngai Hang
5
Horváth, Lajos
5
Politis, Dimitris N.
5
Saikkonen, Pentti
5
Cavaliere, Giuseppe
4
Johansen, Søren
4
Leybourne, Stephen James
4
Robinson, Peter M.
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Asai, Manabu
3
Chambers, Marcus J.
3
Gao, Jiti
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Georgiev, Iliyan
3
Grégoir, Stéphane
3
Hafner, Christian M.
3
Hahn, Jinyong
3
Kokoszka, Piotr
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Li, Qi
3
Ling, Shiqing
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Nielsen, Morten Ørregaard
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Peng, Liang
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Seo, Won-Ki
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Sun, Yixiao
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Taylor, Robert
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Velasco, Carlos
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Zaffaroni, Paolo
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Arvanitis, Stelios
2
Berkes, István
2
Breitung, Jörg
2
Bugni, Federico A.
2
Chen, Haiqiang
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Ghysels, Eric
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CREATES research paper
Econometric theory
Journal of time series econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series
Journal of econometrics
10
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
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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
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
2
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
3
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
4
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
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