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Stationarity of Multivariate M...
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Zeitreihenanalyse
Estimation theory
47
Schätztheorie
47
ARCH model
45
ARCH-Modell
45
Theorie
32
Theory
32
Time series analysis
23
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Estimation
13
Schätzung
13
Risikomaß
10
Risk measure
10
Volatility
9
Volatilität
9
ARMA model
7
ARMA-Modell
7
Capital income
7
Induktive Statistik
7
Kapitaleinkommen
7
Statistical distribution
7
Statistical inference
7
Statistische Verteilung
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Heteroscedasticity
5
Heteroskedastizität
5
Markov chain
5
Markov-Kette
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Risiko
4
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4
Autocorrelation
3
Autokorrelation
3
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3
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11
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1
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Article
15
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8
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Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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7
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3
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Language
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English
23
Author
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Francq, Christian
23
Zakoïan, Jean-Michel
16
Horváth, Lajos
3
Aknouche, Abdelhakim
2
Blasques, F.
2
Laurent, Sébastien
2
Sucarrat, Genaro
2
Broze, Laurence
1
Cerovecki, Clément
1
Dabo-Niang, Sophie
1
Hörmann, Siegfried
1
Jiménez-Gamero, M. D.
1
Meintanis, S. G.
1
Wintenberger, Olivier
1
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Journal of econometrics
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
2
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
Saved in:
3
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
4
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
7
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
8
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
Saved in:
9
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
10
GARCH models : structure, statistical inference and financial applications
Francq, Christian
;
Zakoïan, Jean-Michel
-
2010
Persistent link: https://www.econbiz.de/10003954916
Saved in:
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