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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Stahlecker, Peter"
~person:"Zakoïan, Jean-Michel"
~subject:"Heteroskedastizität"
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Prognoseverfahren
Theorie
Heteroskedastizität
Estimation theory
82
Schätztheorie
82
Theory
47
ARCH model
23
ARCH-Modell
23
Time series analysis
14
Zeitreihenanalyse
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
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11
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11
Estimation
10
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10
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English
48
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Stahlecker, Peter
Zakoïan, Jean-Michel
Phillips, Peter C. B.
83
Härdle, Wolfgang
72
Pesaran, M. Hashem
65
Swanson, Norman R.
59
Gouriéroux, Christian
51
Newey, Whitney K.
50
Andrews, Donald W. K.
49
Franses, Philip Hans
46
Baltagi, Badi H.
40
Lütkepohl, Helmut
39
McAleer, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Koop, Gary
32
Robinson, Peter M.
32
Diebold, Francis X.
31
Heckman, James J.
31
Horowitz, Joel
29
Ullah, Aman
29
Marcellino, Massimiliano
28
King, Maxwell L.
27
Kohn, Robert
27
Bera, Anil K.
26
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Li, Qi
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
West, Kenneth D.
26
Winkelmann, Rainer
26
Granger, C. W. J.
25
Krämer, Walter
25
Sun, Yixiao
25
Wooldridge, Jeffrey M.
25
Hendry, David F.
24
Kapetanios, George
24
Maravall Herrero, Agustín
24
White, Halbert
24
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Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
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2
Econometric theory
2
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2
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
53
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
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:
3
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:
4
Minimax-Schätzer, relativer quadratischer Schätzfehler und Messung der Fast-Multikollinearität im linearen Regressionsmodell
Stahlecker, Peter
;
Kröh, Peer A.
-
2020
Persistent link: https://www.econbiz.de/10012302370
Saved in:
5
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:
6
A surprising property of uniformly best linear affine estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878644
Saved in:
7
An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis
Arnold, Bernhard
;
Stahlecker, Peter
-
2009
Persistent link: https://www.econbiz.de/10003878645
Saved in:
8
Uniformly best estimation in linear regression when prior information is fuzzy
Arnold, Bernhard
;
Stahlecker, Peter
-
2008
Persistent link: https://www.econbiz.de/10003781024
Saved in:
9
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
10
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
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