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Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000956285
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Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000910561
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Efficiency and distribution in computable models of carbon emission abatement
Oliveira-Martins, Joaquim (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10000983248
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Efficiency and distribution in computable models of carbon emission abatement
Oliveira-Martins, Joaquim; Sturm, Peter - 1998
Persistent link: https://www.econbiz.de/10000985919
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Covariance matrix estimation for estimators of mixing Wold's Arma
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000968635
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Estimating weak Garch representations
Francq, Christian; Zakoïan, Jean-Michel - 1997
Persistent link: https://www.econbiz.de/10000975633
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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
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Modèles ARCH : une revue de la littérature
Zakoïan, Jean-Michel - In: Journal de la Société de Statistique de Paris 133 (1992) 1, pp. 40-57
Persistent link: https://www.econbiz.de/10001128098
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OECD model comparison project (II) on the costs of cutting carbon emissions : comparison of model structure and policy scenarios: GREEN and 12RT
Manne, Alan Sussmann; Oliveira-Martins, Joaquim - 1994
Persistent link: https://www.econbiz.de/10000892134
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Estimating linear representations of nonlinear processes
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000926258