Thierry Jeantheau

A link between complete models with stochastic volatility and ARCH models

Thierry Jeantheau, T. Jeantheau, 2004, Finance Stochastics.

Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 2003 .

STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS

Thierry Jeantheau, T. Jeantheau, 1998, Econometric Theory.

Parameter estimation for discretely observed stochastic volatility models

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 1999 .

Stochastic volatility models as hidden Markov models and statistical applications

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 2000 .

Limit theorems for discretely observed stochastic volatility models

Thierry Jeantheau, Catherine Laredo, Valentine Genon-Catalot, 1998 .