//--> //--> //-->
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"
~person:"Horváth, Lajos"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Prognoseverfahren
Theory
Estimation theory
11
Schätztheorie
11
ARCH model
5
ARCH-Modell
5
Panel
2
Panel study
2
Theorie
2
Time series analysis
2
Zeitreihenanalyse
2
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Central limit theorem
1
Commodity exchange
1
Common factors
1
Estimation
1
Forecasting model
1
Functional observations
1
Induktive Statistik
1
Long run covariance function
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Metal market
1
Metallmarkt
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Panel data
1
Production function
1
Produktionsfunktion
1
Random Coefficient Autoregression
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical inference
1
Tests for independence
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Horváth, Lajos
Phillips, Peter C. B.
34
Andrews, Donald W. K.
30
Baltagi, Badi H.
29
Newey, Whitney K.
27
Li, Qi
25
McAleer, Michael
23
Ullah, Aman
23
Pesaran, M. Hashem
22
Ohtani, Kazuhiro
21
Giles, David E. A.
19
Krämer, Walter
19
Gouriéroux, Christian
18
Horowitz, Joel
18
King, Maxwell L.
18
Lee, Lung-fei
17
Linton, Oliver
17
Tauchen, George Eugene
17
Granger, C. W. J.
16
Kumar, Dilip
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Teräsvirta, Timo
16
Wooldridge, Jeffrey M.
16
Ghysels, Eric
15
Hahn, Jinyong
15
Schmidt, Peter
15
Zakoïan, Jean-Michel
15
Bera, Anil K.
14
Franses, Philip Hans
14
Hendry, David F.
14
Kelejian, Harry H.
14
Lütkepohl, Helmut
14
Maheswaran, S.
14
Bai, Jushan
13
Baillie, Richard
13
Godfrey, L. G.
13
Koop, Gary
13
Lahiri, Kajal
13
Perron, Pierre
13
Rilstone, Paul
13
more ...
less ...
Published in...
All
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
3
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
4
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->