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person:"Francq, Christian"
type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Estimation theory
17
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Francq, Christian
Härdle, Wolfgang
104
Phillips, Peter C. B.
94
Gao, Jiti
75
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
63
Dette, Holger
57
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50
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48
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46
Gouriéroux, Christian
42
Kapetanios, George
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
40
Lechner, Michael
38
Sentana, Enrique
38
Koopman, Siem Jan
37
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36
Chen, Xiaohong
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Croux, Christophe
34
Weidner, Martin
34
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33
Marcellino, Massimiliano
33
Cai, Zongwu
30
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30
Wolf, Michael
30
Fernández-Val, Iván
29
Kleibergen, Frank
29
Kitagawa, Toru
28
McAleer, Michael
28
Teräsvirta, Timo
28
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27
Horowitz, Joel
27
Kilian, Lutz
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27
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26
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13
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5
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1
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
3
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
5
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
6
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:
7
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
8
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:
9
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
10
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:
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