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Quasi-indirect inference for diffusion processes
Broze, Laurence - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
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Quasi-Indirect Inference for Diffusion Processes
Broze, Laurence; Scaillet, Olivier; Zakoi͏̈an, Jean-Michel - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10006993142
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Solutions of multivariate rational expectations models
Broze, Laurence - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10001185254
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Solutions of linear rational expectations models
Broze, Laurence - In: Econometric theory 1 (1985) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001072751
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Solutions of Multivariate Rational Expectations Models
Broze, Laurence; Gouriéroux, Christian; Szafarz, Ariane - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10007007266
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Estimating weak GARCH representations
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 16 (2000) 5, pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
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ESTIMATION-ADJUSTED VAR
Gourieroux, Christian; Zakoïan, Jean-Michel - In: Econometric theory 29 (2013) 4, pp. 735-770
Persistent link: https://www.econbiz.de/10010155200
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MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 22 (2006) 5, pp. 815-834
Persistent link: https://www.econbiz.de/10007292703
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QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 28 (2011) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10009832944
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 39 (2023) 5, pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596