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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Francq, Christian"
~person:"Hafner, Christian M."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~type_genre:"Non-commercial literature"
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Sampling
Stichprobenerhebung
ARCH model
ARCH-Modell
Statistische Verteilung
Estimation theory
36
Schätztheorie
36
Theorie
17
Theory
17
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Correlation
5
Estimation
5
Korrelation
5
Schätzung
5
Volatility
5
Volatilität
5
Time series analysis
4
Zeitreihenanalyse
4
Linear algebra
3
Lineare Algebra
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Autocorrelation
2
Autokorrelation
2
Correlation Matrix
2
Heteroscedasticity
2
Heteroskedastizität
2
Kronecker Product
2
Markov chain
2
Markov-Kette
2
Multiarray data
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio Choice
2
Sparsity
2
Statistical distribution
2
APARCH
1
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23
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17
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Francq, Christian
Hafner, Christian M.
Brakel, Jan A. van den
11
Einmahl, John H. J.
11
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Zakoïan, Jean-Michel
9
Chernozhukov, Victor
8
Lucas, André
8
Teräsvirta, Timo
8
Audrino, Francesco
7
Linton, Oliver
7
Rombouts, Jeroen V. K.
7
Sheppard, Kevin
7
Butucea, Cristina
6
Daouia, Abdelaati
6
Dijk, Dick van
6
Härdle, Wolfgang
6
Pesaran, M. Hashem
6
Rahbek, Anders
6
Bouezmarni, Taoufik
5
Engle, Robert F.
5
Herbst, Edward P.
5
Kitagawa, Toru
5
Nielsen, Morten Ørregaard
5
Politis, Dimitris N.
5
Preminger, Arie
5
Sentana, Enrique
5
Stupfler, Gilles
5
Trojani, Fabio
5
Bertail, Patrice
4
Buelens, Bart
4
Burgard, Jan Pablo
4
Cavaliere, Giuseppe
4
Craig, Ben R.
4
Fernández-Val, Iván
4
Galichon, Alfred
4
Gao, Jiti
4
Gorgi, Paolo
4
Harvey, Andrew C.
4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
CORE discussion papers : DP
4
CORE discussion paper : DP
2
Working paper series
2
Econometric Institute research papers
1
Econometrics papers
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ECONIS (ZBW)
17
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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
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
4
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
5
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942464
Saved in:
6
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
7
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375885
Saved in:
8
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
9
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
10
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
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