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Estimating the marginal law of a time series with applications to heavy-tailed distributions
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 412-425
Persistent link: https://www.econbiz.de/10010337860
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Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian; Zakoïan, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10013162003
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Estimating dynamic systemic risk measures
Cantin, Loïc; Francq, Christian; Zakoïan, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10013206985
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GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian; Wintenberger, Olivier; Zakoïan, … - In: Journal of econometrics 177 (2013) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
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Quasi indirect inference for diffusion processes
Broze, Laurence - 1995
Persistent link: https://www.econbiz.de/10000908427
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Quasi indirect inference for diffusion processes
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994
Persistent link: https://www.econbiz.de/10000908837