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person:"Francq, Christian"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Liesenfeld, Roman"
~subject:"ARMA model"
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ARMA model
ARMA-Modell
4
Theorie
3
Theory
3
Kleinste-Quadrate-Methode
2
Least squares method
2
Markov chain
2
Markov-Kette
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Time series analysis
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ARCH model
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ARCH-Modell
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Monte Carlo simulation
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Nichtparametrisches Verfahren
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Francq, Christian
Liesenfeld, Roman
Zakoïan, Jean-Michel
4
Dabo-Niang, Sophie
1
Darolles, Serge
1
Florens, Jean-Pierre
1
Gouriéroux, Christian
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Monfort, Alain
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
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2
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
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3
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
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4
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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