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subject:"Sampling"
subject:"Stichprobenerhebung"
~person:"Francq, Christian"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Capital income
Statistische Verteilung
Estimation theory
56
Schätztheorie
56
ARCH-Modell
27
Theorie
23
Theory
23
Time series analysis
16
Zeitreihenanalyse
16
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Estimation
11
Schätzung
11
Börsenkurs
8
Risikomaß
8
Risk measure
8
Share price
8
Volatility
8
Volatilität
8
Stochastic process
6
Stochastischer Prozess
6
Autocorrelation
5
Autokorrelation
5
France
4
Frankreich
4
Heteroscedasticity
4
Heteroskedastizität
4
Forecasting model
3
Interest rate
3
Measurement
3
Messung
3
Prognoseverfahren
3
Statistical distribution
3
Statistical test
3
Statistischer Test
3
VAR model
3
VAR-Modell
3
Zins
3
1987-1993
2
ARMA model
2
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19
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9
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9
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English
28
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Francq, Christian
Zakoïan, Jean-Michel
Linton, Oliver
31
Phillips, Peter C. B.
27
Teräsvirta, Timo
20
Koopman, Siem Jan
18
Einmahl, John H. J.
17
McAleer, Michael
17
Hafner, Christian M.
16
Mykland, Per A.
16
Rahbek, Anders
16
Ardia, David
15
Kumar, Dilip
15
Chernozhukov, Victor
14
Engle, Robert F.
14
Gao, Jiti
14
White, Halbert
14
Diebold, Francis X.
13
Härdle, Wolfgang
13
Lucas, André
13
Sentana, Enrique
13
Sheppard, Kevin
13
Audrino, Francesco
12
Maheswaran, S.
12
Shephard, Neil G.
12
Wu, Ximing
12
Brakel, Jan A. van den
11
Ghysels, Eric
11
Bauwens, Luc
10
Krämer, Walter
10
Linton, Oliver B.
10
Peng, Liang
10
Silvennoinen, Annastiina
10
Aït-Sahalia, Yacine
9
Bandi, Federico M.
9
Bollerslev, Tim
9
Carnero, M. Angeles
9
Dufour, Jean-Marie
9
Fiorentini, Gabriele
9
Gorgi, Paolo
9
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Journal of econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
28
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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
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:
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
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:
6
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:
7
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:
8
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:
9
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
10
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian
;
Jiménez-Gamero, M. D.
;
Meintanis, S. G.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Saved in:
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