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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
~type_genre:"Bibliografie enthalten"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
ARCH-Modell
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
11
Regressionsanalyse
11
Statistical distribution
10
Statistical theory
10
Statistische Methodenlehre
10
Statistische Verteilung
10
ARCH model
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Sampling
9
Stichprobenerhebung
9
Core
8
Estimation
8
Schätzung
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Bayes-Statistik
5
Bayesian inference
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risikomaß
5
Risk measure
5
Simulation
5
Statistical test
5
Statistischer Test
5
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Type of publication
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Book / Working Paper
35
Type of publication (narrower categories)
All
Aufsatz im Buch
Bibliografie enthalten
Working Paper
Arbeitspapier
35
Graue Literatur
31
Non-commercial literature
31
Amtsdruckschrift
20
Government document
20
Language
All
English
35
Author
All
Zakoïan, Jean-Michel
10
Francq, Christian
9
Gouriéroux, Christian
6
Guégan, Dominique
4
Broze, Laurence
3
Comte, Fabienne
3
Jasiak, Joann
3
Guerre, Emmanuel
2
Hardouin, C.
2
Monfort, Alain
2
Scaillet, Olivier
2
Bardet, Jean-Marc
1
Bertholon, Henri
1
Billio, Monica
1
Bisaglia, Luisa
1
Breitung, Jörg
1
Burridge, Peter
1
Darolles, Serge
1
Delecroix, Michel
1
Doukhan, Paul
1
Dupuis, Jérôme A.
1
Entorf, Horst
1
Fermanian, Jean-David
1
Ferrara, Laurent
1
Florens, Jean-Pierre
1
Ghysels, Eric
1
Gourieroux, Christian
1
Henry, Mark S.
1
Hili, O.
1
Horváth, Lajos
1
Hristache, Marian
1
León, José-Raphael
1
Lisi, Francesco
1
Malongo, Hassan
1
Mélard, Guy
1
Patilea, Valentin
1
Pegoraro, Fulvio
1
Renault, Eric
1
Robert, Christian Yann
1
Touzi, Nizar
1
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Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Tinbergen Institute
104
Working paper / Department of Econometrics and Business Statistics, Monash University
69
CREATES research paper
64
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
SFB 649 discussion paper
27
Cowles Foundation discussion paper
26
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
Technical working paper / National Bureau of Economic Research
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Report / Econometric Institute, Erasmus University Rotterdam
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
EUI working paper / ECO
17
Discussion papers / Department of Economics, University of Copenhagen
16
Discussion papers of interdisciplinary research project 373
16
Working paper
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
CORE discussion paper : DP
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Queen's Economics Department working paper
14
Umeå economic studies
14
CESifo working papers
13
CORE discussion papers : DP
13
Discussion paper
13
Discussion papers in economics
13
Economics discussion papers
12
Finance and economics discussion series
12
Série des documents de travail
12
Working papers
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
ECARES working paper
10
Working papers / Rutgers University, Department of Economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Handbook of financial time series
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
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ECONIS (ZBW)
35
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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
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
3
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:
4
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:
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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
10
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
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