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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Stahlecker, Peter"
~person:"Zakoïan, Jean-Michel"
~subject:"Schätzung"
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Prognoseverfahren
Theorie
Schätzung
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
Regression analysis
11
Regressionsanalyse
11
Estimation
10
Risikomaß
8
Risk measure
8
Börsenkurs
6
Share price
6
Stochastic process
6
Stochastischer Prozess
6
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6
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5
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Probability theory
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4
Frankreich
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Fuzzy sets
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Fuzzy-Set-Theorie
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4
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4
Forecasting model
3
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3
Mathematical programming
3
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3
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3
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35
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35
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22
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7
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English
52
German
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Stahlecker, Peter
Zakoïan, Jean-Michel
Pesaran, M. Hashem
92
Phillips, Peter C. B.
79
Härdle, Wolfgang
78
Gouriéroux, Christian
57
Swanson, Norman R.
53
Linton, Oliver
52
Franses, Philip Hans
50
Baltagi, Badi H.
48
Gao, Jiti
47
Andrews, Donald W. K.
45
Diebold, Francis X.
45
Newey, Whitney K.
45
Heckman, James J.
44
Kapetanios, George
43
Koop, Gary
40
McAleer, Michael
40
Cai, Zongwu
39
Giles, David E. A.
36
Ullah, Aman
36
Winkelmann, Rainer
36
Imbens, Guido
35
Robinson, Peter M.
35
Hsiao, Cheng
34
Lütkepohl, Helmut
34
Marcellino, Massimiliano
34
Horowitz, Joel
33
Li, Qi
33
Lechner, Michael
32
Koopman, Siem Jan
30
White, Halbert
30
Angrist, Joshua D.
29
Teräsvirta, Timo
29
Kohn, Robert
28
Lee, Lung-fei
28
Brännäs, Kurt
27
Dufour, Jean-Marie
27
King, Maxwell L.
27
West, Kenneth D.
27
Bera, Anil K.
26
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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
Journal of econometrics
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CORE discussion paper : DP
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Annals of economics and statistics
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
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical methods of operations research
1
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Série des documents de travail
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ECONIS (ZBW)
57
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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
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:
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
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:
6
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:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
Saved in:
9
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:
10
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:
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