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Combining Nonparametric and Optimal Linear Time Series Predictions

Dabo-Niang, Sophie; Francq, Christian; Zakoian, Jean-Michel - In: Journal of the American Statistical Association : JASA 105 (2010) 492, pp. 1554-1566

Persistent link: https://www.econbiz.de/10008819020

Threshold heteroskedastic models

Zakoian, Jean-Michel - In: Journal of economic dynamics & control 18 (1994) 5, pp. 931-956

Persistent link: https://www.econbiz.de/10006804552

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

Modèles autorégressifs à seuils multiples

Zakoian, Jean-Michel - In: Annales d'économie et de statistique (1994) 36, pp. 23-56

Persistent link: https://www.econbiz.de/10007977488

Theory and Methods - Diagnostic Checking in ARMA Models With Uncorrelated Errors

Francq, Christian; Roy, Roch; Zakoi͏̈an, Jean-Michel - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 532-544

Persistent link: https://www.econbiz.de/10006606919

Consistent and Asymptotically Normal Estimators for Cyclically Time-Dependent Linear Models

Bibi, Abdelouahab; Francq, Christian - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 1, pp. 41-68

Persistent link: https://www.econbiz.de/10006553594

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

Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons

Francq, Christian; Zakoïan, Jean-Michel - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 313-324

Persistent link: https://www.econbiz.de/10008240467

Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes

Broze, Laurence; Francq, Christian; Zakoi͏̈an, Jean-Michel - In: Economics letters 71 (2001) 3, pp. 317-322

Persistent link: https://www.econbiz.de/10006774771

Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

Francq, Christian; Zakoïan, Jean‐Michel - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 821-862

Persistent link: https://www.econbiz.de/10009842988