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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Francq, Christian"
~person:"Wu, Ximing"
~subject:"ARCH model"
~subject:"Share price"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Share price
Statistische Verteilung
Estimation theory
60
Schätztheorie
60
ARCH-Modell
27
Time series analysis
17
Zeitreihenanalyse
17
Theorie
16
Theory
16
Statistical distribution
14
Estimation
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Schätzung
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risikomaß
8
Risk measure
8
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
Multivariate Verteilung
6
Multivariate distribution
6
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Forecasting model
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
Bandwidth selection
3
Capital income
3
Copula
3
Entropie
3
Entropy
3
Heteroscedasticity
3
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3
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10
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9
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English
39
Author
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Francq, Christian
Wu, Ximing
Linton, Oliver
30
Zakoïan, Jean-Michel
28
Phillips, Peter C. B.
25
Teräsvirta, Timo
21
McAleer, Michael
18
Einmahl, John H. J.
17
Engle, Robert F.
17
Koopman, Siem Jan
17
Kumar, Dilip
16
Mykland, Per A.
16
Rahbek, Anders
16
Ardia, David
15
Gao, Jiti
15
Hafner, Christian M.
15
Pesaran, M. Hashem
15
Bauwens, Luc
14
Chernozhukov, Victor
14
Lucas, André
14
Sentana, Enrique
14
Shephard, Neil G.
14
Krämer, Walter
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kapetanios, George
12
Tauchen, George Eugene
12
Todorov, Viktor
12
Brakel, Jan A. van den
11
Maheswaran, S.
11
Silvennoinen, Annastiina
11
Härdle, Wolfgang
10
Linton, Oliver B.
10
White, Halbert
10
Ait-Sahalia, Yacine
9
Aït-Sahalia, Yacine
9
Carnero, M. Angeles
9
Fiorentini, Gabriele
9
Ghysels, Eric
9
Harvey, Andrew C.
9
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Journal of econometrics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Econometric theory
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
Working paper series
2
Annals of economics and statistics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
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ECONIS (ZBW)
39
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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
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
6
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:
7
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:
8
Transformation-kernel estimation of copula densities
Wen, Kuangyu
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 148-164
Persistent link: https://www.econbiz.de/10012179535
Saved in:
9
Robust Kernels for Kernel density estimation
Wang, Shaoping
;
Li, Ang
;
Wen, Kuangyu
;
Wu, Ximing
- In:
Economics letters
191
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508547
Saved in:
10
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
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