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Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence; Scaillet, Olivier; Zakoi͏̈an, Jean-Michel - In: Revue économique 47 (1996) 3, pp. 511-520
Persistent link: https://www.econbiz.de/10007933413
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Quasi-Indirect Inference for Diffusion Processes
Broze, Laurence; Scaillet, Olivier; Zakoi͏̈an, Jean-Michel - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10006993142
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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
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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
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Solutions of Multivariate Rational Expectations Models
Broze, Laurence; Gouriéroux, Christian; Szafarz, Ariane - In: Econometric theory 11 (1995) 2, pp. 229-257
Persistent link: https://www.econbiz.de/10007007266
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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
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A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
Regnard, Nazim; Zakoïan, Jean-Michel - In: Energy economics 33 (2011) 6, pp. 1240-1252
Persistent link: https://www.econbiz.de/10009807595
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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
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ESTIMATION-ADJUSTED VAR
Gourieroux, Christian; Zakoïan, Jean-Michel - In: Econometric theory 29 (2013) 4, pp. 735-770
Persistent link: https://www.econbiz.de/10010155200
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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