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GARCH models : structure, statistical inference and financial applications
Francq, Christian; Zakoïan, Jean-Michel - 2010
Persistent link: https://www.econbiz.de/10008815469
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Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001514932
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001530320
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Estimating weak GARCH representations
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 16 (2000) 5, pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence; Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430412
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Estimating linear representations of nonlinear processes
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000926258
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Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000910561
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Estimating weak Garch representations
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000975633
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian; Roussignol, Michel; Zakoïan, Jean-Michel - 1998
Persistent link: https://www.econbiz.de/10000997344