//--> //--> //-->
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
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Horváth, Lajos"
~subject:"variance-targeting estimator"
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:"GARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
variance-targeting estimator
ARCH model
3
ARCH-Modell
3
Estimation theory
2
Schätztheorie
2
Volatility
2
Volatilität
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Forecasting model
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical test
1
Statistischer Test
1
adequacy test for CCC-GARCH models
1
bootstrap
1
leverage effect
1
quasi-maximum-likelihood estimation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Horváth, Lajos
Francq, Christian
1
Zakoïan, Jean-Michel
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->