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subject:"United States"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Francq, Christian"
~subject:"ARCH model"
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United States
Volatility
ARCH model
Estimation theory
5
Schätztheorie
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ARCH-Modell
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Induktive Statistik
1
Statistical inference
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Francq, Christian
Linton, Oliver
6
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Berkes, István
2
Kristensen, Dennis
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Li, Jia
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Park, Joon Y.
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Saikkonen, Pentti
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Zaffaroni, Paolo
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Zakoïan, Jean-Michel
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Zhang, Rongmao
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Halunga, Andreea G.
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Econometric theory
Journal of econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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2
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
3
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
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