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
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
Two-stage non Gaussian QML est...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Estimation theory
57
Schätztheorie
57
Theorie
51
Theory
51
ARCH model
46
ARCH-Modell
45
Time series analysis
31
Zeitreihenanalyse
31
Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
15
Estimation
14
Schätzung
14
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
Autocorrelation
6
Autokorrelation
6
Statistical distribution
6
Statistical test
6
Statistische Verteilung
6
Statistischer Test
6
Value-at-Risk
6
Capital income
5
EGARCH
5
France
5
Frankreich
5
Heteroscedasticity
5
Heteroskedastizität
5
more ...
less ...
Online availability
All
Free
53
Undetermined
44
Type of publication
All
Article
104
Book / Working Paper
103
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Working Paper
38
Arbeitspapier
37
Graue Literatur
33
Non-commercial literature
33
Amtsdruckschrift
10
Government document
10
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Forschungsbericht
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
107
English
96
French
4
Author
All
Francq, Christian
166
Zakoïan, Jean-Michel
130
Zakoian, Jean-Michel
22
Broze, Laurence
16
Scaillet, Olivier
11
Regnard, Nazim
7
Horváth, Lajos
6
Laurent, Sébastien
6
BROZE, Laurence
5
FRANCQ, Christian
5
Roussignol, Michel
5
Roy, Roch
5
Wintenberger, Olivier
5
ZAKOIAN, Jean-Michel
5
Dabo-Niang, Sophie
4
Horvath, Lajos
4
Zako an, Jean-Michel
4
Zakoi͏̈an, Jean-Michel
4
Aknouche, Abdelhakim
3
Babsiri, Mohamed el
3
Blasques, Francisco
3
Darolles, Serge
3
Gautier, Antony
3
Gouriéroux, Christian
3
Makarova, Svetlana
3
Sucarrat, Genaro
3
Bibi, Abdelouahab
2
Blasques, F.
2
Boubacar Mainassara, Yacouba
2
Carbon, Michel
2
Gourieroux, Christian
2
Lepage, Guillaume
2
Li, Dong
2
Ling, Shiqing
2
Rombouts, Jeroen V. K.
2
Saidi, Abdessamad
2
Veredas, David
2
ZakoI¨an, Jean-Michel
2
Ahmad, Ali
1
Amendola, Alessandra
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Université Paris-Dauphine (Paris IX)
4
HAL
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Université Paris-Dauphine
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
MPRA Paper
24
Journal of econometrics
23
Econometric theory
16
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Econometric Theory
7
Journal of Time Series Analysis
7
Journal of the American Statistical Association : JASA
5
CORE Discussion Papers RP
4
CORE discussion paper : DP
4
Economics Papers from University Paris Dauphine
4
Journal of Econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the American Statistical Association
3
Working paper series
3
Annals of economics and statistics
2
Computational Statistics & Data Analysis
2
Computing in Economics and Finance 2006
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Energy economics
2
Journal of Business & Economic Statistics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Post-Print / HAL
2
Stochastic Processes and their Applications
2
... Congrès annuel de l'Association Française de Science Economique
1
Annales d'économie et de statistique
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
CORE Discussion Papers
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
1
Economics Letters
1
Energy Economics
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
95
RePEc
93
OLC EcoSci
16
EconStor
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10009409634
Saved in:
2
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-258
Persistent link: https://www.econbiz.de/10009806620
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
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:
5
Barlett's formula for non linear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755836
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
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:
8
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
9
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
10
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
