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~isPartOf:"Kom / Kommission der Europäischen Gemeinschaften"
~isPartOf:"OECD working papers"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Amtsdruckschrift"
~type_genre:"Government document"
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Estimation theory
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Zakoïan, Jean-Michel
Gouriéroux, Christian
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Kom / Kommission der Europäischen Gemeinschaften
OECD working papers
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
2
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
3
Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000968635
Saved in:
4
Estimating weak Garch representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000975633
Saved in:
5
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
6
Estimating linear representations of nonlinear processes
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000926258
Saved in:
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