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Stationarity of Multivariate M...
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Francq, Christian
70
Zakoïan, Jean-Michel
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Francq, C.
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ECONIS (ZBW)
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OLC EcoSci
2
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81
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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82
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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83
Inference on GARCH-MIDAS models without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
-
2024
Persistent link: https://www.econbiz.de/10015374582
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