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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013162003
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Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013206984
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Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013206985
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