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subject:"Productivity"
subject:"Schätzung"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Journal of econometrics"
~person:"Zakoïan, Jean-Michel"
~subject:"Time series analysis"
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Productivity
Schätzung
Time series analysis
ARCH model
5
ARCH-Modell
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Estimation
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Estimation theory
4
Schätztheorie
4
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3
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Filtered historical simulation
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Portfolio selection
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Simulation
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Accuracy of VaR estimation
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Aktienindex
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Börsenkurs
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Capital income
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Measurement
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Zakoïan, Jean-Michel
Caporale, Guglielmo Maria
28
Pesaran, M. Hashem
17
Gil-Alana, Luis A.
14
Todorov, Viktor
14
Cheung, Yin-Wong
9
Feld, Lars P.
9
Rault, Christophe
9
Tauchen, George Eugene
9
Woessmann, Ludger
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Egger, Peter H.
7
Baltagi, Badi H.
6
Becker, Sascha O.
6
Dreher, Axel
6
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Hanushek, Eric A.
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Potrafke, Niklas
5
Schneider, Friedrich
5
Smith, L. Vanessa
5
Weber, Michael
5
Buch, Claudia M.
4
Callaway, Brantly
4
Chudik, Alexander
4
Fairlie, Robert W.
4
Falck, Oliver
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
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CESifo Working Paper Series
Journal of econometrics
Annals of economics and statistics
1
CORE discussion paper : DP
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
4
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
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