European University Institute Library
Francq, C
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Francq, C
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Francq, C
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Efficient use of high order autocorrelations for estimating autoregressive processes
Linear-representations based estimation of switching-regime GARCH models
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7
Conditional heteroskedasticity driven by hidden Markov chains
Covariance matrix estimation for estimators of mixing wold's arma
Estimating linear representations of nonlinear processes
Multivariate ARMA models with generalized autoregressive linear innovation
Estimating stochastic volatility models, a new approach based on ARMA representations
Stationarity of multivariate Markov-switching ARMA models
Estimating weak garch representations
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