Skip to contents

Kim, Donggyu [Author]; Oh, Minseog [Author]; Song, Xinyu [Author]; Wang, Yazhen [Author]

Factor Overnight GARCH-Itô Models

View online
Schließen

Access

https://ssrn.com/abstract=4342551

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2023

Published in: KAIST College of Business Working Paper Series
Poignard, Benjamin [Author]; Fermanian, Jean-David [Author]

Vine-GARCH process : stationarity and asymptotic properties

View online
Schließen

Access

http://crest.science/RePEc/wpstorage/2016-03.pdf

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Palaiseau]: Centre de recherche en economie et statistique, [2016]

Published in: Centre de recherche en économie et statistique: Série des documents de travail ; 2016,03
Blasques, Francisco [Author]; Gorgi, Paolo [Author]; Koopman, Siem Jan [Author]; Wintenberger, Olivier [Author]

A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model"

View online
Schließen

Links

http://hdl.handle.net/10419/125132

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Amsterdam and Rotterdam: Tinbergen Institute, 2015
Aquaro, Michele [Author]; Bailey, Natalia [Author]; Pesaran, M. Hashem [Author]

Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices

View online
Schließen

Links

http://hdl.handle.net/10419/198902

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Munich: Center for Economic Studies and ifo Institute (CESifo), 2019
Aquaro, Michele [Author]; Bailey, Natalia [Author]; Pesaran, M. Hashem [Author]

Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients

View online
Schließen

Links

http://hdl.handle.net/10419/113752

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Munich: Center for Economic Studies and ifo Institute (CESifo), 2015
Aquaro, Michele [Author]; Bailey, Natalia [Author]; Pesaran, M. Hashem [Author]

Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients

View online
Schließen

Links

http://hdl.handle.net/10419/122058

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Queen Mary University of London, School of Economics and Finance, 2015
Chalupka, Radovan [Author]; Kopecsni, Juraj [Author]

Modelling bank loan LGD of corporate and SME segments: A case study

View online
Schließen

Links

http://hdl.handle.net/10419/83329

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Prague: Charles University in Prague, Institute of Economic Studies (IES), 2008
Klein, Ingo [Author]; Grottke, Michael [Author]

On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation

View online
Schließen

Links

http://hdl.handle.net/10419/29547

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Nürnberg: Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW), 2008
Oh, Minseog [Author]; Kim, Donggyu [Author]; Wang, Yazhen [Author]

Robust Realized Integrated Beta Estimator with Application to Dynamic Analysis of Integrated Beta

View online
Schließen

Access

https://ssrn.com/abstract=4326752

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2023

Published in: KAIST College of Business Working Paper Series
Telmoudi, Fedya [Author] ; Lille 3 [Contributor]; Université de Tunis (1958-1988) [Contributor]; Francq, Christian [Contributor]; Limam, Mohamed Mehdi [Contributor]

Estimation and misspecification Risks in VaR estimation ; Estimation and misspecification risks in VaR evaluation

View online
Schließen

Links

http://www.theses.fr/2014LIL30061/document

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

theses.fr, 2014-12-19
Ahmad, Ali [Author] ; Lille 3 [Contributor]; Francq, Christian [Contributor]; Zakoian, Jean-Michel [Contributor]

Contribution à l'économétrie des séries temporelles à valeurs entières ; Contribution to econometrics of time series with integer values

View online
Schließen

Links

http://www.theses.fr/2016LIL30059/document

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

theses.fr, 2016-12-05
Ahmed, Mohamed Salem [Author] ; Lille 3 [Contributor]; Dabo-Niang, Sophie [Contributor]; Attouch, Mohammed Kadi [Contributor]

Contribution à la statistique spatiale et l'analyse de données fonctionnelles ; Contribution to spatial statistics and functional data analysis

View online
Schließen

Links

http://www.theses.fr/2017LIL30047/document

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

theses.fr, 2017-12-12
Hendry, David F. [Author]; Nielsen, Bent [Author]

Econometric Modeling : A Likelihood Approach

View online
Schließen

Access

https://www.degruyter.com/isbn/9781400845651

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Princeton, NJ: Princeton University Press, 2012
MaCurdy, Thomas E. [Author]

Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics

View online
Schließen

Access

https://ssrn.com/abstract=389440

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2022]

Published in: NBER Working Paper ; No. t0014
MaCurdy, Thomas E. [Author] ; National Bureau of Economic Research

Asymptotic Properties of Quasi-Maximum Likelihood Estimators and Test Statistics

View online
Schließen

Access

http://www.nber.org/papers/t0014

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cambridge, Mass: National Bureau of Economic Research, June 1981

Published in: NBER technical working paper series ; no. t0014
Ma, Jun [Author]

A Closed-Form Asymptotic Variance-Covariance Matrix for the Quasi-Maximum Likelihood Estimator of the Garch(1,1) Model

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=889461

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2008
Pfaff, Thomas

Quick Consistency of Quasi Maximum Likelihood Estimators

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Institute of Mathematical Statistics, 1982

Published in: The Annals of Statistics
Pfaff, Thomas

Quick Consistency of Quasi Maximum Likelihood Estimators

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Institute of Mathematical Statistics, 1982

Published in: The Annals of Statistics
Boularouk, Yakoub

Standard Laplace quasi-maximum likelihood estimator for GARCH processes

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Informa UK Limited, 2023

Published in: Communications in Statistics - Simulation and Computation
Dallil, Ahmed; Ouldali, Abdelaziz

Modified quasi‐maximum likelihood estimator for polynomial phase signal

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Institution of Engineering and Technology (IET), 2020

Published in: IET Signal Processing

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication