Statistics
Publications
41
Citations
5.1K
H-Index
26
Active since
1993
Jean‐Michel Zakoïan is an author at Centre de Recherche en Économie et Statistique specializing in econometrics, economics, and finance.
Publications per year
1993–2020
41
41
Threshold heteroskedastic models
Jean‐Michel Zakoïan · Journal of Economic Dynamics and Control · 1994 · 2.3K citations
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
Christian Francq, Jean‐Michel Zakoïan · Bernoulli · 2004 · 584 citations · Full text
1–5 of 41