//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~person:"Zakoïan, Jean-Michel"
~subject:"Börsenkurs"
~subject:"Statistical test"
~subject:"Theory"
~type:"article"
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
Volatility
Börsenkurs
Statistical test
Theory
Estimation theory
25
Schätztheorie
25
ARCH model
14
ARCH-Modell
14
Theorie
9
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
Schätzung
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikomaß
5
Risk measure
5
Volatilität
5
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Dynamic portfolio
2
Filtered historical simulation
2
Forecasting model
2
France
2
Frankreich
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Quasi-maximum likelihood
2
Simulation
2
Statistischer Test
2
Strict stationarity
2
VAR model
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
15
Systematic review
1
Übersichtsarbeit
1
Language
All
English
13
French
2
Author
All
Zakoïan, Jean-Michel
Phillips, Peter C. B.
39
Andrews, Donald W. K.
37
Baltagi, Badi H.
29
Li, Qi
28
Newey, Whitney K.
28
Pesaran, M. Hashem
25
Bera, Anil K.
24
McAleer, Michael
23
Krämer, Walter
22
Horowitz, Joel
21
Ohtani, Kazuhiro
21
Perron, Pierre
20
Robinson, Peter M.
20
Dufour, Jean-Marie
19
Giles, David E. A.
19
Lee, Lung-fei
19
Ullah, Aman
19
Gouriéroux, Christian
18
King, Maxwell L.
18
Linton, Oliver
18
Wooldridge, Jeffrey M.
18
Ghysels, Eric
17
Tauchen, George Eugene
17
White, Halbert
17
Granger, C. W. J.
16
Kumar, Dilip
16
Srivastava, Virendra K.
16
Hahn, Jinyong
15
Maheswaran, S.
15
Schmidt, Peter
15
Kuan, Chung-ming
14
Leybourne, Stephen James
14
Smith, Richard J.
14
Teräsvirta, Timo
14
Bai, Jushan
13
Francq, Christian
13
Godfrey, L. G.
13
Hausman, Jerry A.
13
Hsiao, Cheng
13
more ...
less ...
Published in...
All
Journal of econometrics
5
Econometric theory
2
Annales d'économie et de statistique
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
6
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:
7
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
8
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
9
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
Saved in:
10
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->