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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~person:"Francq, Christian"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Nonparametric statistics"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
ARCH model
ARCH-Modell
Nonparametric statistics
Zeitreihenanalyse
Estimation theory
5
Schätztheorie
5
Induktive Statistik
1
Statistical inference
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Francq, Christian
Linton, Oliver
15
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Phillips, Peter C. B.
9
Kristensen, Dennis
8
Teräsvirta, Timo
8
Kanaya, Shin
7
Taylor, Robert
7
Cavaliere, Giuseppe
6
Chan, Ngai Hang
6
Gao, Jiti
6
Horváth, Lajos
6
Li, Qi
6
Saikkonen, Pentti
6
Chen, Songnian
5
Cattaneo, Matias D.
4
Hahn, Jinyong
4
Hoderlein, Stefan
4
Jansson, Michael
4
Leybourne, Stephen James
4
Li, Degui
4
Otsu, Taisuke
4
Podolskij, Mark
4
Proietti, Tommaso
4
Rahbek, Anders
4
Robinson, Peter M.
4
Su, Liangjun
4
Xiao, Zhijie
4
Zakoïan, Jean-Michel
4
Chambers, Marcus J.
3
Chen, Xiaohong
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Christensen, Kim
3
Crump, Richard K.
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Florens, Jean-Pierre
3
Grégoir, Stéphane
3
Hualde, Javier
3
Kokoszka, Piotr
3
Li, Deyuan
3
Lu, Xun
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CREATES research paper
Econometric theory
Journal of econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
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
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Working paper series
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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
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2
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:
3
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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