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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Research paper series / Swiss Finance Institute
41
Swiss Finance Institute Research Paper
29
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
25
Working Paper
23
FAME Research Paper Series
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Econometric theory
18
ULB Institutional Repository
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Swiss Finance Institute Research Paper Series
15
CORE Discussion Papers RP
12
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
11
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
10
CORE discussion paper : DP
8
Journal of Econometrics
8
CORE Discussion Papers
7
Discussion paper
7
Econometric Theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Arbeitspapiere
5
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
5
Finance and stochastics
5
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Documents de travail / THEMA
4
Economics Papers from University Paris Dauphine
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FINRISK Working Paper Series
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Finance : revue de l'Association Française de Finance
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Journal of Business & Economic Statistics
4
Journal of banking & finance
4
Journal of empirical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper / International Center for Financial Asset Management and Engineering
4
Annals of economics and statistics
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ECONIS (ZBW)
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1
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
2
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
3
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
;
Gouriéroux, Christian
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10006789163
Saved in:
4
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
5
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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