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Zeitreihenanalyse
Estimation theory
61
Schätztheorie
61
ARCH model
48
Theorie
48
Theory
48
ARCH-Modell
47
Time series analysis
31
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Estimation
15
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15
GARCH
12
Induktive Statistik
10
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10
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10
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10
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9
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9
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9
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9
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Capital income
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7
Autocorrelation
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Autokorrelation
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Börsenkurs
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Financial market
6
Finanzmarkt
6
Heteroscedasticity
6
Heteroskedastizität
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6
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17
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9
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English
30
French
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Francq, Christian
25
Zakoïan, Jean-Michel
22
Broze, Laurence
6
Scaillet, Olivier
5
Horváth, Lajos
3
Aknouche, Abdelhakim
2
Blasques, F.
2
Laurent, Sébastien
2
Sucarrat, Genaro
2
Cerovecki, Clément
1
Dabo-Niang, Sophie
1
Gautier, Antony
1
Hörmann, Siegfried
1
Jiménez-Gamero, M. D.
1
Meintanis, S. G.
1
Rombouts, Jeroen V. K.
1
Veredas, David
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Journal of econometrics
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Econometric theory
4
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
2
CORE discussion paper : DP
1
Journal de la Société de Statistique de Paris
1
Journal of empirical finance
1
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ECONIS (ZBW)
31
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1
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
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:
7
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:
8
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:
9
GARCH models : structure, statistical inference and financial applications
Francq, Christian
;
Zakoïan, Jean-Michel
-
2010
Persistent link: https://www.econbiz.de/10003954916
Saved in:
10
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
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