//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Simulation"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Analysis of variance"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Simulation
Analysis of variance
Maximum-Likelihood-Schätzung
ARCH model
11
ARCH-Modell
11
Estimation theory
11
Schätztheorie
11
Estimation
5
Schätzung
5
Risikomaß
4
Risk measure
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Börsenkurs
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Dynamic portfolio
2
Filtered historical simulation
2
Maximum likelihood estimation
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
Statistical test
2
Statistischer Test
2
VAR model
2
VAR-Modell
2
Value-at-Risk
2
Accuracy of VaR estimation
1
Aktienindex
1
Asymmetric Power GARCH
1
Autoregressive Conditional Duration model
1
Beta risk
1
Betafaktor
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
4
Language
All
English
4
Author
All
Francq, Christian
Lee, Lung-fei
9
Bai, Jushan
5
Li, Kunpeng
5
Zakoïan, Jean-Michel
5
Blasques, Francisco
3
Hong, Han
3
Robinson, Peter M.
3
Urga, Giovanni
3
Xu, Xingbai
3
Zheng, Xinghua
3
Chen, Xiaohong
2
Giesecke, Kay
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Hillier, Grant H.
2
Huang, Danyang
2
Khalaf, Lynda
2
Kim, Donggyu
2
Komunjer, Ivana
2
Koopman, Siem Jan
2
Kristensen, Dennis
2
Li, Dong
2
Li, Yingying
2
Liao, Yuan
2
Lu, Lina
2
Martellosio, Federico
2
Monfort, Alain
2
Nason, James Michael
2
Ng, Serena
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Poskitt, Donald Stephen
2
Su, Liangjun
2
Wang, Hansheng
2
Wang, Yazhen
2
Wooldridge, Jeffrey M.
2
Xiu, Dacheng
2
Zhu, Xuening
2
Allen, David E.
1
more ...
less ...
Published in...
All
Annals of economics and statistics
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->