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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
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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
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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
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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