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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:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Konsumentenverhalten"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
Konsumentenverhalten
Nonparametric statistics
Schätzung
Statistischer Test
Zeitreihenanalyse
Time series analysis
11
Estimation theory
10
Schätztheorie
10
ARCH model
9
Theorie
9
Theory
9
Statistical test
8
Estimation
5
Nichtparametrisches Verfahren
5
Stochastic process
5
Stochastischer Prozess
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Volatility
4
Volatilität
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Modellierung
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Portfolio selection
2
Portfolio-Management
2
Quasi-maximum likelihood
2
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2
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Bulgarian
English
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Author
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Delgado, Miguel A.
Zakoïan, Jean-Michel
Phillips, Peter C. B.
38
Linton, Oliver
32
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
Hallin, Marc
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
McAleer, Michael
11
Tauchen, George Eugene
11
White, Halbert
11
Andersen, Torben
10
Andrews, Donald W. K.
10
Dufour, Jean-Marie
10
Li, Degui
10
Pesaran, M. Hashem
10
Sun, Yixiao
10
Swanson, Norman R.
10
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Econometric theory
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Working paper series
3
Working papers / Department of Economics, Universidad Carlos III de Madrid
3
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
3
Annals of economics and statistics
2
CORE discussion paper : DP
2
Discussion paper / Institute for Economic Research, Queen's University
2
Econometrics papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The econometrics journal
2
A discusión : trabajos en curso ; working papers
1
Annales d'économie et de statistique
1
Documento de trabajo
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Energy economics
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of international economics
1
Journal of the American Statistical Association : JASA
1
ProQuest Ebook Central
1
Série des documents de travail
1
Working paper
1
Working papers
1
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ECONIS (ZBW)
22
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22
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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
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
9
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:
10
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:
1
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