//--> //--> //-->
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-Modell"
~subject:"Panel study"
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-Methode"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Panel study
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
ARCH model
9
Estimation theory
9
Schätztheorie
9
Risikomaß
4
Risk measure
4
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Capital income
2
EGARCH
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Prognoseverfahren
2
Statistical distribution
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
Book / Working Paper
5
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
9
Author
All
Francq, Christian
Pesaran, M. Hashem
16
Hayakawa, Kazuhiko
12
Baltagi, Badi H.
9
Bresson, Georges
8
Zakoïan, Jean-Michel
8
Bartolucci, Francesco
7
Kruiniger, Hugo
7
McAleer, Michael
7
Chan, Felix
6
Pfaffermayr, Michael
6
Chaturvedi, Anoop
5
Gao, Jiti
5
Juodis, Artūras
5
Koopman, Siem Jan
5
Kristensen, Dennis
5
Lacroix, Guy
5
Lee, Lung-fei
5
Li, Kunpeng
5
Phillips, Peter C. B.
5
Rahbek, Anders
5
Smith, L. Vanessa
5
Yu, Jihai
5
Hafner, Christian M.
4
Iglesias, Emma M.
4
Moon, Hyungsik Roger
4
Moral-Benito, Enrique
4
Oberhofer, Harald
4
Allison, Paul D.
3
Aquaro, Michele
3
Asai, Manabu
3
Bailey, Natalia
3
Biørn, Erik
3
Carlsson, Mikael
3
Cavaliere, Giuseppe
3
Gong, Xiaodong
3
Greene, William H.
3
Hahn, Jinyong
3
Han, Heejoon
3
Hsiao, Cheng
3
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 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)
9
Showing
1
-
9
of
9
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
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:
5
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:
6
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:
7
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:
8
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:
9
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...
//-->