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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Fang, Zheng"
~person:"Francq, Christian"
~subject:"Comparing effects"
~subject:"Method development"
~type:"article"
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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
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2
Inference on directionally differentiable functions
Fang, Zheng
;
Santos, Andres
- In:
The review of economic studies : RES
86
(
2019
)
1
,
pp. 377-412
Persistent link: https://www.econbiz.de/10012109368
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3
Inference on functionals under first order degeneracy
Chen, Qihui
;
Fang, Zheng
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 459-481
Persistent link: https://www.econbiz.de/10012303571
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4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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