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Search: person:"Zakoïan, J-M."
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Estimation theory
49
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49
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46
Theory
46
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36
ARCH-Modell
36
Time series analysis
23
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23
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13
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13
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12
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21
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Zakoïan, Jean-Michel
79
Francq, Christian
56
Francq, C.
11
Broze, Laurence
10
Scaillet, Olivier
9
Zakoian, J.M.
7
Zakoian, J.-M.
6
Horváth, Lajos
5
Babsiri, Mohamed el
3
Broze, L.
3
Gouriéroux, Christian
3
ZAKOIAN, J.M.
3
BROZE, L.
2
El Babsiri, M.
2
Li, Dong
2
Ling, Shiqing
2
Rombouts, Jeroen V. K.
2
Roussignol, M.
2
Roussignol, Michel
2
SCAILLET, O.
2
Veredas, David
2
ZAKOÏAN, J.-M.
2
Abramson, Ari
1
Alexander, C.
1
Bollerslev, T.
1
Cai, J.
1
Cantin, Loïc
1
Cerovecki, Clément
1
Cohen, Israel
1
Dabo-Niang, Sophie
1
Darolles, Serge
1
Dueker, M.J.
1
EL BABSIRI, M.
1
Fries, Sébastien
1
Frömmel, M.
1
Gouriéroux, C.
1
Gray, S.F.
1
Haas, M.
1
Hörmann, Siegfried
1
Kandji, Baye Matar
1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of econometrics
14
Econometric theory
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
CORE discussion paper : DP
4
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Working paper series
3
Annals of economics and statistics
2
CORE Discussion Papers RP
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
... Congrès annuel de l'Association Française de Science Economique
1
Annales d'économie et de statistique
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Développements récents de l'analyse économique
1
Econometrica
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Energy economics
1
Handbook of financial time series
1
Journal de la Société de Statistique de Paris
1
Journal of Applied Econometrics
1
Journal of Econometrics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
ProQuest Ebook Central
1
Revue économique : revue bimestrielle
1
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ECONIS (ZBW)
79
RePEc
20
OLC EcoSci
1
Other ZBW resources
1
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1
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
2
Inference on multiplicative component GARCH without any small-order moment
Francq, Christian
;
Kandji, Baye Matar
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206984
Saved in:
3
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
4
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
7
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
8
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
9
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
10
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
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