//--> //--> //-->
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:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~person:"Han, Chirok"
~subject:"Efficiency"
~subject:"Monte-Carlo-Simulation"
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
Panel
Stochastic process
Efficiency
Monte-Carlo-Simulation
Estimation theory
12
Schätztheorie
12
ARCH model
10
ARCH-Modell
10
Estimation
5
Schätzung
5
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Börsenkurs
3
Risikomaß
3
Risk measure
3
Share price
3
Stochastischer Prozess
3
Dynamic portfolio
2
Filtered historical simulation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Panel study
2
Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
Regression analysis
2
Regressionsanalyse
2
Simulation
2
Statistical test
2
Statistischer Test
2
VAR model
2
VAR-Modell
2
Accuracy of VaR estimation
1
Aktienindex
1
Analysis of variance
1
Autoregressive Conditional Duration model
1
Beta risk
1
Betafaktor
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Francq, Christian
Han, Chirok
Su, Liangjun
10
Todorov, Viktor
8
Baltagi, Badi H.
7
Bai, Jushan
6
Lee, Lung-fei
6
Li, Kunpeng
6
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Gao, Jiti
5
Hsiao, Cheng
5
Peng, Bin
5
Li, Jia
4
Linton, Oliver
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yang, Zhenlin
4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Feng, Guohua
3
Fernández-Val, Iván
3
Hong, Han
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Guodong
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Sun, Yiguo
3
Trapani, Lorenzo
3
Weidner, Martin
3
Zhou, Qiankun
3
Ai, Chunrong
2
Akashi, Kentaro
2
Andersen, Torben
2
Ando, Tomohiro
2
Belotti, Federico
2
Cai, Zongwu
2
Callaway, Brantly
2
Chen, Songnian
2
more ...
less ...
Published in...
All
Journal of econometrics
Economics letters
5
Cowles Foundation Discussion Paper
2
Cowles Foundation discussion paper
2
Annals of economics and statistics
1
Econometric theory
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
3
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
4
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
5
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
6
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 48-53
Persistent link: https://www.econbiz.de/10009666767
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->