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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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Zakoïan, Jean-Michel
Nielsen, Morten Ørregaard
14
Johansen, Søren
11
Teräsvirta, Timo
8
Linton, Oliver
7
Phillips, Peter C. B.
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Francq, Christian
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CREATES research paper
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annals of economics and statistics
1
CORE discussion paper : DP
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Working paper series
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ECONIS (ZBW)
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
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2
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
3
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
4
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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