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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10000875390
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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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A tour in the asymptotic theory of GARCH estimation
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755834
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Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755835
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Barlett's formula for non linear processes
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755836
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Can one really estimate nonstationary GARCH models?
Francq, Christian; Zakoïan, Jean-Michel - 2008
Persistent link: https://www.econbiz.de/10003755837
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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
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A tour in the asymptotic theory of GARCH estimation
Francq, Christian; Zakoïan, Jean-Michel - In: Handbook of financial time series, (pp. 85-111). 2009
Persistent link: https://www.econbiz.de/10003833783
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Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 22 (2006) 5, pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935353