//--> //--> //-->
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:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Zakoïan, Jean-Michel"
~subject:"Maximum likelihood estimation"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Diskette"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Panel study
Maximum likelihood estimation
Schätzung
Estimation theory
23
Schätztheorie
23
Theorie
14
Theory
14
ARCH model
8
ARCH-Modell
8
Maximum-Likelihood-Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Heteroscedasticity
3
Heteroskedastizität
3
Risikomaß
3
Risk measure
3
1987-1993
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
France
2
Frankreich
2
Interest rate
2
Markov chain
2
Markov-Kette
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Zins
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
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Diskette
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
10
Author
All
Zakoïan, Jean-Michel
Pesaran, M. Hashem
41
Gao, Jiti
35
Kapetanios, George
23
Lechner, Michael
21
Marcellino, Massimiliano
20
Weidner, Martin
20
Koopman, Siem Jan
19
Linton, Oliver
19
Cai, Zongwu
17
Kitagawa, Toru
16
Phillips, Peter C. B.
15
Baltagi, Badi H.
14
Schorfheide, Frank
14
Härdle, Wolfgang
13
Bonhomme, Stéphane
12
Sentana, Enrique
12
Fernández-Val, Iván
11
Hsu, Yu-Chin
11
Peng, Bin
11
Hoderlein, Stefan
10
Kiviet, J. F.
10
Lütkepohl, Helmut
10
Winkelmann, Rainer
10
Berg, Gerard J. van den
9
Bun, Maurice J. G.
9
Herbst, Edward P.
9
Koop, Gary
9
Laisney, François
9
Moon, Hyungsik Roger
9
Nielsen, Morten Ørregaard
9
Sarafidis, Vasilis
9
Słoczyński, Tymon
9
Zhou, Qiankun
9
Arellano, Manuel
8
Bailey, Natalia
8
Biørn, Erik
8
Card, David E.
8
Chaturvedi, Anoop
8
Chudik, Alexander
8
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
CORE discussion paper : DP
1
Série des documents de travail
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Working paper series
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
2
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:
3
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
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:
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
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:
8
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
Saved in:
9
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
10
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->