//--> //--> //-->
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
~person:"Francq, Christian"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Theory"
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:"Maximum-Likelihood-Schätzung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical distribution
Theory
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
ARCH-Modell
9
Estimation theory
9
Schätztheorie
9
Risikomaß
4
Risk measure
4
Theorie
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
EGARCH
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Prognoseverfahren
2
Statistische Verteilung
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Alpha-stable distribution
1
Asymmetric Power GARCH
1
Börsenkurs
1
Composite likelihood
1
Distortion Risk Measures
1
Estimation
1
Estimation Risk
1
GEV distribution
1
GPD
1
Log-GARCH
1
Measurement
1
Messung
1
Non-Gaussian Quasi-Maximum Likelihood
1
Pseudo-likelihood
1
Quasi-marginal maximum likelihood
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
5
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
10
Author
All
Francq, Christian
Koopman, Siem Jan
29
McAleer, Michael
16
Phillips, Peter C. B.
11
Winkelmann, Rainer
10
Zha, Tao
10
Lieberman, Offer
9
Liesenfeld, Roman
9
Nielsen, Morten Ørregaard
9
Yu, Jun
9
Zakoïan, Jean-Michel
9
Fiorentini, Gabriele
8
Heckman, James J.
8
Sentana, Enrique
8
Chen, Xiaohong
7
Lucas, André
7
Mosso, Stefano
7
Skoglund, Jimmy
7
Asai, Manabu
6
Croux, Christophe
6
Hebbel, Hartmut
6
Jansson, Michael
6
Johansen, Søren
6
Kilian, Lutz
6
Lee, Lung-fei
6
Seidel, Wilfried
6
White, Halbert
6
Amemiya, Takeshi
5
Andersen, Steffen
5
Baltagi, Badi H.
5
Chan, Felix
5
Christiano, Lawrence J.
5
Eisenhauer, Philipp
5
Galesi, Alessandro
5
Hedegaard, Esben
5
Hodrick, Robert J.
5
Kristensen, Dennis
5
Krumbholz, Wolf
5
Nadarajah, Saralees
5
Ooms, Marius
5
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Annals of economics and statistics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748872
Saved in:
2
Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
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
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
5
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:
6
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
7
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:
8
Testing the nullity of GARCH coefficients: correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 313-324
Persistent link: https://www.econbiz.de/10003878194
Saved in:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->