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~isPartOf:"Journal of econometrics"
~person:"Laurent, Sébastien"
~subject:"ARCH model"
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ARCH model
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Laurent, Sébastien
Francq, Christian
10
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
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3
Blasques, F.
3
Bollerslev, Tim
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Journal of econometrics
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Handbook of research methods and applications in empirical finance
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Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
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1
Autoregressive conditional betas
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015073921
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2
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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