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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Theory"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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ARCH model
Statistical distribution
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Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
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9
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9
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6
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Francq, Christian
5
Zakoïan, Jean-Michel
4
Fermanian, Jean-David
2
Horváth, Lajos
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Karlis, Dimitri
1
Patilea, Valentin
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Poignard, Benjamin
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
42
Discussion paper / Tinbergen Institute
29
Economics letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric theory
14
Econometric reviews
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Statistics in transition : an international journal of the Polish Statistical Association
12
Cowles Foundation discussion paper
10
Discussion paper / Center for Economic Research, Tilburg University
9
Insurance / Mathematics & economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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CREATES research paper
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Discussion paper / Department of Economics, University of California San Diego
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Discussion papers in statistics and quantitative economics
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Astin bulletin : the journal of the International Actuarial Association
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4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748872
Saved in:
2
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
-
2014
Persistent link: https://www.econbiz.de/10010481261
Saved in:
3
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
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:
5
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:
6
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:
7
Bootstrap confidence intervals in mixtures of discrete distributions
Karlis, Dimitri
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002115820
Saved in:
8
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
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