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subject:"Prognoseverfahren"
subject:"Theorie"
~person:"Zakoïan, Jean-Michel"
~subject:"Bootstrap approach"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Bootstrap approach
Statistical inference
Statistische Verteilung
Volatilität
Estimation theory
23
Schätztheorie
23
Theory
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Time series analysis
5
Zeitreihenanalyse
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Estimation
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Heteroscedasticity
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Heteroskedastizität
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1987-1993
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Autocorrelation
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Autokorrelation
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Börsenkurs
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France
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Frankreich
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APARCH
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Asymmetric Student-t distribution
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Beta-t-GARCH
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Conditional Heteroskedasticity
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Conditional heteroskedasticity
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Arbeitspapier
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Graue Literatur
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Zakoïan, Jean-Michel
Härdle, Wolfgang
70
Phillips, Peter C. B.
37
Pesaran, M. Hashem
35
Franses, Philip Hans
32
Swanson, Norman R.
30
Gouriéroux, Christian
28
Imbens, Guido
28
Chernozhukov, Victor
26
Maravall Herrero, Agustín
23
Andrews, Donald W. K.
22
McAleer, Michael
21
Kleibergen, Frank
19
Kohn, Robert
19
Koopman, Siem Jan
19
Heckman, James J.
18
Marcellino, Massimiliano
18
Robert, Christian P.
18
Stahlecker, Peter
18
Horowitz, Joel
17
Kilian, Lutz
17
Koop, Gary
17
Lucas, André
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Diebold, Francis X.
16
Dijk, Dick van
16
Giles, David E. A.
16
Teräsvirta, Timo
16
Einmahl, John H. J.
15
Francq, Christian
15
Linton, Oliver
15
Lütkepohl, Helmut
15
MacKinnon, James G.
15
Scaillet, Olivier
15
Sheather, Simon J.
15
Dette, Holger
14
Monfort, Alain
14
Sentana, Enrique
14
Brännäs, Kurt
13
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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
CORE discussion paper : DP
2
Working paper series
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
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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
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
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
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
5
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
7
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
10
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
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