//--> //--> //-->
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
~subject:"Börsenkurs"
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: person:"Zakoian, Jean-Michel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation theory
50
Schätztheorie
50
Theorie
47
Theory
47
ARCH model
39
ARCH-Modell
38
Time series analysis
26
Zeitreihenanalyse
26
GARCH
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Estimation
12
Schätzung
12
Risikomaß
11
Risk measure
11
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Induktive Statistik
8
Statistical inference
8
Value-at-Risk
8
Quasi Maximum Likelihood Estimation
7
Quasi-maximum likelihood
7
Share price
7
ARMA model
6
ARMA-Modell
6
Autocorrelation
6
Autokorrelation
6
Statistical distribution
6
Statistische Verteilung
6
France
5
Frankreich
5
Markov chain
5
Markov-Kette
5
Nichtlineare Regression
5
Nonlinear regression
5
Statistical test
5
Statistischer Test
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
7
Author
All
Zakoïan, Jean-Michel
7
Francq, Christian
3
Babsiri, Mohamed el
2
Rabemananjara, R.
1
Wintenberger, Olivier
1
Published in...
All
Journal of econometrics
2
CORE discussion paper : DP
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
2
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
3
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:
4
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
5
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
6
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
7
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->