//--> //--> //-->
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:"Frankreich"
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
Efficient Use of Higher-Lag Au...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Frankreich
Estimation theory
62
Schätztheorie
62
Theorie
61
Theory
61
ARCH model
45
ARCH-Modell
44
Time series analysis
31
Zeitreihenanalyse
31
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Estimation
13
Schätzung
13
GARCH
12
Risikomaß
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Börsenkurs
9
Induktive Statistik
9
Share price
9
Statistical inference
9
ARMA model
7
ARMA-Modell
7
Quasi Maximum Likelihood Estimation
7
Quasi-maximum likelihood
7
Rationale Erwartung
6
Statistical distribution
6
Statistical test
6
Statistische Verteilung
6
Statistischer Test
6
Value-at-Risk
6
Autocorrelation
5
Autokorrelation
5
Capital income
5
EGARCH
5
France
5
Heteroscedasticity
5
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
5
Author
All
Zakoïan, Jean-Michel
5
Babsiri, Mohamed el
3
Rabemananjara, R.
1
Published in...
All
CORE discussion paper : DP
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic dynamics & control
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
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
2
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
3
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:
4
Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el
-
1996
Persistent link: https://www.econbiz.de/10000936580
Saved in:
5
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...
//-->