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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Zakoïan, Jean-Michel"
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Search: subject_exact:"Stochastischer Prozess"
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Zakoïan, Jean-Michel
Koopman, Siem Jan
39
McAleer, Michael
23
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Lucas, André
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Todorov, Viktor
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Blasques, Francisco
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Discussion paper / Tinbergen Institute
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
CORE discussion paper : DP
1
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ECONIS (ZBW)
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Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
2
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
3
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
4
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
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