Zakoian, Jean-Michel
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- Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
- Approximation en temps continu d'un modele arch a seuil
- Efficient use of high order autocorrelations for estimating autoregressive processes
- Estimating linear representations of nonlinear processes
- Testing for continuous-time models of the short-term interest rate
- Contemporaneous asymmetry in GARCH processes
- Multivariate ARMA models with generalized autoregressive linear innovation
- Contemporaneous asymmetry in weak GARCH processes
- Covariance matrix estimation for estimators of mixing wold's arma
- Conditional heteroskedasticity driven by hidden Markov chains
- GARCH models, structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoian
- GARCH models, structure, statistical inference, and financial applications, Christian Francq, Jean-Michel Zakoïan
- Quasi indirect inference for diffusion processes
- Testing for continuous-time models of the short term interest rate
- Stationarity of multivariate Markov-switching ARMA models
- Estimating weak garch representations
- Quasi indirect inference for diffusion processes
- Creator of3
- Author of1