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Risk-parameter estimation in v...
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Estimation theory
57
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57
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51
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51
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46
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45
Time series analysis
31
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31
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14
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11
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11
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107
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96
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4
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Francq, Christian
166
Zakoïan, Jean-Michel
130
Zakoian, Jean-Michel
22
Broze, Laurence
16
Scaillet, Olivier
11
Regnard, Nazim
7
Horváth, Lajos
6
Laurent, Sébastien
6
BROZE, Laurence
5
FRANCQ, Christian
5
Roussignol, Michel
5
Roy, Roch
5
Wintenberger, Olivier
5
ZAKOIAN, Jean-Michel
5
Dabo-Niang, Sophie
4
Horvath, Lajos
4
Zako an, Jean-Michel
4
Zakoi͏̈an, Jean-Michel
4
Aknouche, Abdelhakim
3
Babsiri, Mohamed el
3
Blasques, Francisco
3
Darolles, Serge
3
Gautier, Antony
3
Gouriéroux, Christian
3
Lepage, Guillaume
3
Makarova, Svetlana
3
Sucarrat, Genaro
3
Bibi, Abdelouahab
2
Blasques, F.
2
Boubacar Mainassara, Yacouba
2
Carbon, Michel
2
Gourieroux, Christian
2
Li, Dong
2
Ling, Shiqing
2
Rombouts, Jeroen V. K.
2
Saidi, Abdessamad
2
Veredas, David
2
ZakoI¨an, Jean-Michel
2
Ahmad, Ali
1
Amendola, Alessandra
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Université Paris-Dauphine (Paris IX)
4
HAL
2
Society for Computational Economics - SCE
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Université Paris-Dauphine
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
27
MPRA Paper
24
Journal of econometrics
23
Econometric theory
16
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Econometric Theory
7
Journal of Time Series Analysis
7
Journal of the American Statistical Association : JASA
5
CORE Discussion Papers RP
4
CORE discussion paper : DP
4
Economics Papers from University Paris Dauphine
4
Journal of Econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of the American Statistical Association
3
Working paper series
3
Annals of economics and statistics
2
Computational Statistics & Data Analysis
2
Computing in Economics and Finance 2006
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Energy economics
2
Journal of Business & Economic Statistics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Post-Print / HAL
2
Stochastic Processes and their Applications
2
... Congrès annuel de l'Association Française de Science Economique
1
Annales d'économie et de statistique
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
CORE Discussion Papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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Econometrica
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Economics Letters
1
Energy Economics
1
Handbook of financial time series
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1
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ECONIS (ZBW)
95
RePEc
93
OLC EcoSci
16
EconStor
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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21
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
Saved in:
22
Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
23
QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
28
(
2012
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
Saved in:
24
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
25
A central limit theorem for mixing triangular arrays of variables whose dependence is allowed to grow with the sample size
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1165-1171
Persistent link: https://www.econbiz.de/10003193583
Saved in:
26
Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
Saved in:
27
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
28
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
29
Non-redunance of high order moment conditions for efficient GMM estimation of weak AR processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Economics letters
71
(
2001
)
3
,
pp. 317-322
Persistent link: https://www.econbiz.de/10001574253
Saved in:
30
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
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