Ines Lescheb

Available identifiers

Publication	Date of Publication	Type
QMLE for periodic absolute value GARCH models	2024-03-04	Paper
On the stationarity and existence of moments of the periodic EGARCH process	2023-12-02	Paper
On stationarity of the periodic AGARCH processes	2015-03-10	Paper
A note on integrated periodic \textit{GARCH} processes	2014-06-05	Paper
Estimation and asymptotic properties in periodic GARCH(1,1) models	2013-11-26	Paper
Asymptotic inference for periodic ARCH processes	2013-06-06	Paper
On general periodic time-varying bilinear processes	2012-06-26	Paper
A conditional least squares approach to PGARCH and PARMA-PGARCH time series estimation	2010-12-14	Paper
Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models	2010-09-01	Paper

This page was built for person: Ines Lescheb