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~person:"Zakoïan, Jean-Michel"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Robustes Verfahren"
~type_genre:"Working Paper"
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Forecasting model
Maximum likelihood estimation
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Zakoïan, Jean-Michel
Croux, Christophe
18
Koopman, Siem Jan
14
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
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Sentana, Enrique
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Fiorentini, Gabriele
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Gather, Ursula
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Hyndman, Rob J.
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Cai, Zongwu
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Weidner, Martin
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Athanasopoulos, George
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Berenguer-Rico, Vanessa
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Bresson, Georges
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Chaturvedi, Anoop
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Clark, Todd E.
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Corradi, Valentina
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Johansen, Søren
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Ronchetti, Elvezio
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Shephard, Neil G.
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Victoria-Feser, Maria-Pia
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Dette, Holger
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ECONIS (ZBW)
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
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:
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