Narrow search
Showing 1 - 5 of 5
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353
Cover Image
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Cover Image
Tests for conditional ellipticity in multivariate GARCH models
Francq, Christian; Jiménez-Gamero, M. D.; Meintanis, S. G. - In: Journal of econometrics 196 (2017) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10011818298
Cover Image
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. 821-861
Persistent link: https://www.econbiz.de/10009534937
Cover Image
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of financial econometrics 21 (2023) 5, pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685