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subject:"Risk"
~isPartOf:"IMF working paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Francq, Christian"
~subject:"Human capital"
~subject:"Schock"
~subject:"Theorie"
~subject:"Theory"
~subject:"World"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Sammelwerk"
~type_genre:"Working Paper"
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Risk
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Theorie
Theory
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Estimation theory
10
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10
ARCH model
7
ARCH-Modell
7
Time series analysis
4
Zeitreihenanalyse
4
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3
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3
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3
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3
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2
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Francq, Christian
Gouriéroux, Christian
66
Robert, Christian P.
42
Monfort, Alain
21
Zakoïan, Jean-Michel
18
Guégan, Dominique
17
Jouini, Elyès
16
Agénor, Pierre-Richard
15
Renault, Eric
14
Scaillet, Olivier
14
Jasiak, Joann
13
MacDonald, Ronald
13
Tanzi, Vito
13
Aizenman, Joshua
12
Bayoumi, Tamim A.
12
Comte, Fabienne
12
Flood, Robert P.
12
Salanié, Bernard
12
Chami, Ralph
11
Darolles, Serge
11
Fermanian, Jean-David
11
Kramarz, Francis
11
Kumhof, Michael
11
Laxton, Douglas
11
Linnemer, Laurent
11
Milesi-Ferretti, Gian Maria
11
Robin, Jean-Marc
11
Rousseau, Judith
11
Calvo, Guillermo
10
Fagart, Marie-Cécile
10
Laroque, Guy
10
Montiel, Peter
10
Touzi, Nizar
10
Végh, Carlos A.
10
Dabla-Norris, Era
9
Faruqee, Hamid
9
Guerre, Emmanuel
9
Isard, Peter
9
Jeanne, Olivier
9
Koehl, Pierre-François
9
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IMF working paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE discussion paper : DP
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Working paper series
1
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ECONIS (ZBW)
16
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1
Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
2
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
5
Barlett's formula for non linear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755836
Saved in:
6
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
7
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
8
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
9
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
10
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
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