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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
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Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013162003
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Estimating dynamic systemic risk measures
Cantin, Loïc
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Francq, Christian
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Zakoïan, Jean-Michel
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2022
Persistent link: https://www.econbiz.de/10013206985
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Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar
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2022
Persistent link: https://www.econbiz.de/10013162000
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On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
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2023
Persistent link: https://www.econbiz.de/10014321021
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