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Disambiguation of "Francq, Christian"

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The L2-structures of standard and switching-regime GARCH models

, and . Stochastic Processes and their Applications, 115 (9): 1557--1582 (September 2005)

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Julien Francq

Christian Christian

Christian Winter

Gold-katalysierte Cycloisomerisierung funktionalisierter Allene und Anwendung in der Naturstoffsynthese. TU Dortmund, (2009)

Christian Helbig

Synthese und Charakterisierung von metallorganischen Bronzen. Uni Augsburg, (2009)

Christian Schüller

Automatisierte Feedbackgenerierung in der benutzerzentrierten Softwareentwicklung am Beispiel mobiler Anwendungen. TU München, (2009)
 

Other publications of authors with the same name

The L2-structures of standard and switching-regime GARCH models, and . Stochastic Processes and their Applications, 115 (9): 1557--1582 (September 2005)Conditional Heteroskedasticity Driven by Hidden Markov Chains, , and . Journal of Time Series Analysis, 22 (2): 197--220 (60 03 2001)doi: 10.1111/1467-9892.00219.Large sample properties of parameter least squares estimates for time-varying arma models, and . Journal of Time Series Analysis, 25 (5): 765--783 (245 09 2004)doi: 10.1111/j.1467-9892.2004.02003.x.Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations, and . Journal of Time Series Analysis, 27 (6): 843--855 (305 11 2006)doi: 10.1111/j.1467-9892.2006.00491.x.On White Noises Driven by Hidden Markov Chains, and . Journal of Time Series Analysis, 18 (6): 553--578 (305 11 1997)doi: 10.1111/1467-9892.00068.Estimating structural VARMA models with uncorrelated but non-independent error terms., and . J. Multivar. Anal., 102 (3): 496-505 (2011)Computing and estimating information matrices of weak ARMA models., , and . Comput. Stat. Data Anal., 56 (2): 345-361 (2012)Estimating linear representations of nonlinear processes, and . Journal of Statistical Planning and Inference, 68 (1): 145--165 (May 1, 1998)Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors, and . Journal of Time Series Analysis, 28 (3): 454--470 (121 05 2007)doi: 10.1111/j.1467-9892.2006.00521.x.An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns., and . J. Multivar. Anal., (2017)