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person:"Giles, David E. A."
~person:"Zakoïan, Jean-Michel"
~type_genre:"Aufsatz in Zeitschrift"
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Giles, David E. A.
Zakoïan, Jean-Michel
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ECONIS (ZBW)
57
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1
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
2
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
3
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
4
Mixed causal-noncausal ar processes and the modelling of explosive bubbles
Fries, Sébastien
;
Zakoïan, Jean-Michel
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1234-1270
Persistent link: https://www.econbiz.de/10012149285
Saved in:
5
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
6
Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
Saved in:
7
Constructing confidence bands for the Hodrick-Prescott filter
Giles, David E. A.
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 480-484
Persistent link: https://www.econbiz.de/10009709365
Saved in:
8
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
Saved in:
9
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
10
QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
28
(
2012
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
Saved in:
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