Author: Christian Francq

CHRISTIAN FRANCQ, PHD, is Professor of Econometrics and Finance at CREST (Center for Research in Economics and Statistics) and ENSAE (National School of Statistics and Economic Administration). JEAN-MICHEL ZAKOIAN, PHD, is Professor of Econometrics and Finance at CREST (Center for Research in Economics and Statistics) and ENSAE (National School of Statistics and Economic Administration). They have both published various papers on this topic in statistical and econometric journals, including Econometrica, Econometric Theory, Journal of Econometrics, Bernoulli, Journal of the Royal Statistical Society (Series B) and Journal of the American Statistical Association.