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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Delgado, Miguel A."
~person:"Hallin, Marc"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Konsumentenverhalten"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Konsumentenverhalten
Nonparametric statistics
Schätzung
Statistischer Test
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Time series analysis
20
Theorie
15
Theory
15
Estimation theory
13
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13
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34
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Delgado, Miguel A.
Hallin, Marc
Zakoïan, Jean-Michel
Phillips, Peter C. B.
38
Linton, Oliver
31
Robinson, Peter M.
22
Taylor, Robert
22
Chen, Xiaohong
20
Li, Qi
19
Su, Liangjun
19
Gao, Jiti
18
Xiao, Zhijie
18
Park, Joon Y.
17
Koop, Gary
15
Todorov, Viktor
15
Cai, Zongwu
14
Francq, Christian
13
Lewbel, Arthur
13
Aït-Sahalia, Yacine
12
Bollerslev, Tim
12
Fan, Yanqin
12
Hsiao, Cheng
12
Leybourne, Stephen James
12
Simar, Léopold
12
Yu, Jun
12
Florens, Jean-Pierre
11
Ghysels, Eric
11
Hong, Yongmiao
11
Horowitz, Joel
11
Janiszewski, Chris A.
11
Tauchen, George Eugene
11
White, Halbert
11
Andrews, Donald W. K.
10
Dufour, Jean-Marie
10
Li, Degui
10
McAleer, Michael
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Swanson, Norman R.
10
Teräsvirta, Timo
10
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Econometric theory
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of the American Statistical Association : JASA
4
The econometrics journal
3
Annals of economics and statistics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Energy economics
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international economics
1
Journal of monetary economics
1
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ECONIS (ZBW)
34
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34
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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
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
4
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
5
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
6
A Simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
Saved in:
7
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
8
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:
9
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:
10
Nonparametric tests for conditional symmetry
Delgado, Miguel A.
;
Song, Xiaojun
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
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