Christian Francq
Author
Alternate names Christian Franco, C. Francq, Christian Francq
Past institutions Centre de Recherche en Économie et Statistique, Université de Lille, Centre for Research in Engineering Surface Technology, École Nationale de la Statistique et de l'Administration Économique, Center for Responsible Travel +5 more
ORCID: Yes
H-index: 32
I10-index: 70
Works count: 222
Citations count: 4,469
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
2004 · Christian Francq, Jean-Michel Zakoı̈an · Bernoulli
GARCH Models: Structure, Statistical Inference and Financial Applications
2019 · Christian Francq, Jean-Michel Zakoı̈an
GARCH Models
2010 · Christian Francq, Jean-Michel Zakoı̈an