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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Bootstrap-Verfahren"
~subject:"Statistischer Test"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
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Statistischer Test
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10
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10
Estimation theory
10
Schätztheorie
10
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Aktienindex
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Francq, Christian
Todorov, Viktor
10
Cai, Zongwu
8
Chen, Songnian
8
Li, Qi
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Robinson, Peter M.
8
Su, Liangjun
8
Tauchen, George Eugene
7
Taylor, Robert
7
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6
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6
Lee, Ji Hyung
6
Li, Jia
6
Park, Joon Y.
6
Sun, Yiguo
6
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6
Tu, Yundong
6
White, Halbert
6
Breunig, Christoph
5
Escanciano, Juan Carlos
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Degui
5
Li, Yingying
5
Sasaki, Yuya
5
Swanson, Norman R.
5
Zakoïan, Jean-Michel
5
Zhu, Ke
5
Aït-Sahalia, Yacine
4
Bertanha, Marinho
4
Chen, Xiaohong
4
Corradi, Valentina
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Demetrescu, Matei
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Fan, Jianqing
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Florens, Jean-Pierre
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric theory
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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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
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
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:
5
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:
6
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
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