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Journal of econometrics
MPRA Paper
30,053
Munich Reprints in Economics
987
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
488
Discussion Papers in Economics
393
Munich Dissertations in Economics
138
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58
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed El
;
Zakoian, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10006775857
Saved in:
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
Saved in:
3
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-258
Persistent link: https://www.econbiz.de/10009806620
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/10010171390
Saved in:
5
A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test
Francq, Christian
;
Makarova, Svetlana
;
Zakoı¨an, …
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 312-326
Persistent link: https://www.econbiz.de/10007894508
Saved in:
6
Inconsistency of the MLE and inference based on weighted LS for LARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 151-166
Persistent link: https://www.econbiz.de/10008455131
Saved in:
7
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:
8
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
Francq, Christian
;
Lepage, Guillaume
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 246-257
Persistent link: https://www.econbiz.de/10009409634
Saved in:
9
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:
10
Inconsistency of the MLE and inference based on weighted LS for LARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 151-165
Persistent link: https://www.econbiz.de/10008839933
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