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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Delecroix, Michel"
~person:"Zakoïan, Jean-Michel"
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Estimation theory
21
Schätztheorie
21
Theorie
20
Theory
20
ARCH model
8
ARCH-Modell
8
Time series analysis
8
Zeitreihenanalyse
8
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1987-1993
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English
27
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Delecroix, Michel
Zakoïan, Jean-Michel
Gouriéroux, Christian
38
Francq, Christian
20
Robert, Christian P.
20
Guégan, Dominique
15
Jasiak, Joann
15
Monfort, Alain
13
Comte, Fabienne
11
Bertail, Patrice
9
Fermanian, Jean-David
9
Guerre, Emmanuel
9
Patilea, Valentin
8
Renault, Eric
8
Cybakov, Aleksandr B.
7
Darolles, Serge
7
Doukhan, Paul
7
Robin, Jean-Marc
7
Crépon, Bruno
6
D'Haultfœuille, Xavier
6
Gautier, Eric
6
Ghysels, Eric
6
Hristache, Marian
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Florens, Jean-Pierre
5
Gagliardini, Patrick
5
Lieberman, Offer
5
Philippe, Anne
5
Salanié, Bernard
5
Visser, Michael S.
5
Bellec, Pierre
4
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
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4
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4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Econometric theory
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
CORE discussion paper : DP
3
Annales d'économie et de statistique
2
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2
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2
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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 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
Open Access publications from Université Paris-Dauphine
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Série des documents de travail
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ECONIS (ZBW)
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1
Multi-level conditional VaR
estimation
in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Asymptotic inference in multiple-threshold nonlinear time series models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348527
Saved in:
3
Estimating the marginal law of a time series with applications to heavy tailed distributions
Francq, Christian
;
Zakoïan, Jean-Michel
-
2011
Persistent link: https://www.econbiz.de/10009552653
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
5
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
6
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
7
On semiparametric M-
estimation
in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
8
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
9
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
10
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
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