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accessRights:"restricted"
person:"Bajari, Patrick L."
~isPartOf:"Journal of econometrics"
~person:"Francq, Christian"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Bajari, Patrick L.
Francq, Christian
Phillips, Peter C. B.
8
Li, Jia
6
Davis, Richard A.
5
Kim, Donggyu
5
Li, Yingying
5
Linton, Oliver
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Todorov, Viktor
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Zhu, Ke
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Zheng, Xinghua
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Baltagi, Badi H.
2
Blasques, Francisco
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Bollerslev, Tim
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Chambers, Marcus J.
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Chen, Rong
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Chen, Xiaohong
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Chevillon, Guillaume
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Clinet, Simon
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Demetrescu, Matei
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Dong, Chaohua
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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2
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
3
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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