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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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Contemporaneous asymetry in weak garch processes
Babsiri, Mohamed el - 1996
Persistent link: https://www.econbiz.de/10000936580
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Estimation de modèles de la structure par terme des taux d'intérêt
Broze, Laurence - In: Revue économique : revue bimestrielle 47 (1996) 3, pp. 511-519
Persistent link: https://www.econbiz.de/10001334262
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Quasi-indirect inference for diffusion processes
Broze, Laurence - In: Econometric theory 14 (1998) 2, pp. 161-186
Persistent link: https://www.econbiz.de/10001245312
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Modèles autorégressifs à seuils multiples
Zakoïan, Jean-Michel - In: Annales d'économie et de statistique (1994), pp. 23-56
Persistent link: https://www.econbiz.de/10001183740
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Modèles ARCH : une revue de la littérature
Zakoïan, Jean-Michel - In: Journal de la Société de Statistique de Paris 133 (1992) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10001128098
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Threshold arch models and asymmetries in volatility
Rabemananjara, R. - In: Journal of applied econometrics 8 (1993) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - In: Journal of econometrics 101 (2001) 2, pp. 257-294
Persistent link: https://www.econbiz.de/10001554899