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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Maximum likelihood estimation"
~subject:"Panel study"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Theorie
Autocorrelation
Bootstrap-Verfahren
Maximum likelihood estimation
Panel study
VAR-Modell
Estimation theory
17
Schätztheorie
17
Theory
12
ARCH model
8
ARCH-Modell
8
Maximum-Likelihood-Schätzung
4
Risikomaß
3
Risk measure
3
Time series analysis
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Autokorrelation
2
Heteroscedasticity
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Heteroskedastizität
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APARCH
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Asymmetric Student-t distribution
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Conditional heteroskedasticity
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Estimation
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LAN in time series
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Measurement
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Monte Carlo simulation
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Prognoseverfahren
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Quadratic mean differentiability
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Francq, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
41
Lütkepohl, Helmut
35
Gouriéroux, Christian
30
Franses, Philip Hans
29
Kilian, Lutz
28
Swanson, Norman R.
27
Imbens, Guido
24
Maravall Herrero, Agustín
23
Koopman, Siem Jan
22
Sentana, Enrique
22
Fiorentini, Gabriele
20
McAleer, Michael
20
Winker, Peter
20
Zakoïan, Jean-Michel
20
Gao, Jiti
19
Kohn, Robert
19
Andrews, Donald W. K.
18
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Kiviet, J. F.
17
Monfort, Alain
17
Nielsen, Morten Ørregaard
17
Robert, Christian P.
17
Teräsvirta, Timo
17
Diebold, Francis X.
16
Fernández-Val, Iván
16
Giles, David E. A.
16
Kapetanios, George
16
Kleibergen, Frank
16
Lucas, André
16
MacKinnon, James G.
16
Robinson, Peter M.
16
Chen, Xiaohong
15
Chernozhukov, Victor
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
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Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
15
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1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
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:
3
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
4
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:
5
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
6
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:
7
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
8
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:
9
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:
10
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
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