Aknouche, Abdelhakim and Francq, Christian (2018): Count and duration time series with equal conditional stochastic and mean orders.
Aknouche, Abdelhakim and Francq, Christian (2020): Stationarity and ergodicity of Markov switching positive conditional mean models.
Cerovecki, Clément and Francq, Christian and Hormann, Siegfried and Zakoian, Jean-Michel (2018): Functional GARCH models: the quasi-likelihood approach and its applications.
Darolles, Serges and Francq, Christian and Laurent, Sébastien (2018): Asymptotics of Cholesky GARCH models and time-varying conditional betas.
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