Jean Michel Zakoian

Jean Michel Zakoian

Ecole Nationale de la Statistique et de l'Administration Économique ENSAE ParisTech - Paris / France
Economics & Econometrics / Economics
AD Scientific Index ID: 1660473
person_outline Jean Michel Zakoian's MOST POPULAR ARTICLES
1-) Threshold heteroskedastic modelsJM ZakoianJournal of Economic Dynamics and control 18 (5), 931-955, 199436021994
2-) GARCH models: structure, statistical inference and financial applicationsC Francq, JM ZakoianJohn Wiley & Sons, 201911252019
3-) Threshold ARCH models and asymmetries in volatilityR Rabemananjara, JM ZakoianJournal of applied econometrics 8 (1), 31-49, 19936841993
4-) Maximum likelihood estimation of pure GARCH and ARMA-GARCH processesC Francq, JM ZakoianBernoulli 10 (4), 605-637, 20047392004
5-) Stationarity of multivariate Markov–switching ARMA modelsC Francq, JM ZakoıanJournal of Econometrics 102 (2), 339-364, 20012932001