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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
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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
Saved in:
2
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
Saved in:
3
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
4
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:
5
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/10003379097
Saved in:
6
A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1165-1171
Persistent link: https://www.econbiz.de/10003193583
Saved in:
7
Quasi-indirect inference for diffusion processes
Broze, Laurence
- In:
Econometric theory
14
(
1998
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
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
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:
10
ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari
;
Cohen, Israel
;
Alexander, C.
;
Lazar, E.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10007718227
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