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~isPartOf:"Working paper series"
~person:"Bouri, Elie"
~person:"Zakoïan, Jean-Michel"
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
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Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013162003
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Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
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Kandji, Baye Matar
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Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013206984
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