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~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Francq, Christian
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
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Horváth, Lajos
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Handbook of financial time series
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ECONIS (ZBW)
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1
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
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2
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
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3
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
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:
5
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
6
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
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