//--> //--> //--> //-->
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:"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
Efficient Use of Higher-Lag Au...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Estimation theory
62
Schätztheorie
62
Theorie
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
Frankreich
5
Heteroscedasticity
5
more ...
less ...
Online availability
All
Free
5
Undetermined
5
Type of publication
All
Book / Working Paper
36
Article
25
Type of publication (narrower categories)
All
Arbeitspapier
29
Working Paper
29
Graue Literatur
27
Non-commercial literature
27
Article in journal
25
Aufsatz in Zeitschrift
25
Amtsdruckschrift
11
Government document
11
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
58
French
3
Author
All
Zakoïan, Jean-Michel
47
Francq, Christian
35
Broze, Laurence
18
Scaillet, Olivier
9
Gouriéroux, Christian
7
Szafarz, Ariane
5
Babsiri, Mohamed el
3
Laurent, Sébastien
3
Blasques, Francisco
2
Darolles, Serge
2
Horváth, Lajos
2
Mélard, Guy
2
Rombouts, Jeroen V. K.
2
Roussignol, Michel
2
Veredas, David
2
Aknouche, Abdelhakim
1
Blasques, F.
1
Fries, Sébastien
1
Jouneau, Frédéric
1
Kandji, Baye Matar
1
Le Fol, Gaëlle
1
LeFol, Gaëlle
1
Rabemananjara, R.
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Econometric theory
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
CORE discussion paper : DP
7
Journal of econometrics
6
... Congrès annuel de l'Association Française de Science Economique
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Contributions to economic analysis
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Développements récents de l'analyse économique
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
1
Economics letters
1
Fundamentals of pure and applied economics
1
Journal de la Société de Statistique de Paris
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
ProQuest Ebook Central
1
Revue économique : revue bimestrielle
1
Tinbergen Institute Discussion Paper 2020-073/III
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
2
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
3
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
4
Quasi indirect inference for diffusion processes
Broze, Laurence
-
1995
Persistent link: https://www.econbiz.de/10000908427
Saved in:
5
Quasi indirect inference for diffusion processes
Broze, Laurence
;
Scaillet, Olivier
;
Zakoïan, Jean-Michel
-
1994
Persistent link: https://www.econbiz.de/10000908837
Saved in:
6
Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence
- In:
Revue économique : revue bimestrielle
47
(
1996
)
3
,
pp. 511-519
Persistent link: https://www.econbiz.de/10001334262
Saved in:
7
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
8
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
Saved in:
9
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
10
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->