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Filtres: Auteur est Christian Francq  [Clear All Filters]
2024
Autoregressive conditional betasJournal articleF. Blasques, Christian Francq et Sébastien Laurent, Journal of Econometrics, Volume 238, Issue 2, pp. 105630, 2024
2023
Quasi score-driven modelsJournal articleF. Blasques, Christian Francq et Sébastien Laurent, Journal of Econometrics, Volume 234, Issue 1, pp. 251-275, 2023
2018
Asymptotics of Cholesky GARCH models and time-varying conditional betasJournal articleSerge Darolles, Christian Francq et Sébastien Laurent, Journal of Econometrics, Volume 204, Issue 2, pp. 223-247, 2018