Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
Optimal predictions of powers of conditionally heteroskedastic processes
Francq, Christian; Zakoïan, Jean-Michael - 2012
Persistent link: https://www.econbiz.de/10009748872
Cover Image
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
Cover Image
Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488010
Cover Image
Modelling tails of aggregated economic processes in a stochastic growth model
Auray, Stéphane; Eyquem, Aurélien; Jouneau-Sion, … - 2012
Persistent link: https://www.econbiz.de/10010188798
Cover Image
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - 2005
Persistent link: https://www.econbiz.de/10003281526
Cover Image
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
Cover Image
Explosive bubble modelling by noncausal process
Gouriéroux, Christian; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10009753198
Cover Image
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999
Persistent link: https://www.econbiz.de/10009758937
Cover Image
Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247