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Estimation risk for the VaR of...
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Francq, Christian
208
Zakoïan, Jean-Michel
131
Zakoian, Jean-Michel
45
Broze, Laurence
16
Francq, C.
14
Scaillet, Olivier
11
Aknouche, Abdelhakim
7
Horvath, Lajos
7
Laurent, Sébastien
7
Regnard, Nazim
7
Horváth, Lajos
6
Roy, Roch
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Wintenberger, Olivier
6
Zakoian, J.-M.
6
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5
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5
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Sucarrat, Genaro
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5
Boubacar Mainassara, Yacouba
4
Carbon, Michel
4
Zako an, Jean-Michel
4
Zakoi͏̈an, Jean-Michel
4
Babsiri, Mohamed el
3
Blasques, Francisco
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Darolles, Serge
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Makarova, Svetlana
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Saidi, Abdessamad
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2
Amendola, Alessandra
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15
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8
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8
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RePEc
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71
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
72
A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
Regnard, Nazim
;
Zakoïan, Jean-Michel
- In:
Energy economics
33
(
2011
)
6
,
pp. 1240-1251
Persistent link: https://www.econbiz.de/10009510905
Saved in:
73
Estimation-adjusted VAR
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
29
(
2013
)
4
,
pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
Saved in:
74
Explosive bubble modelling by noncausal process
Gouriéroux, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10009753198
Saved in:
75
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:
76
Asymptotic inference in multiple-threshold double autoregressive models
Li, Dong
;
Ling, Shiqing
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 415-427
Persistent link: https://www.econbiz.de/10011504598
Saved in:
77
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:
78
Mixed causal-noncausal ar processes and the modelling of explosive bubbles
Fries, Sébastien
;
Zakoïan, Jean-Michel
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1234-1270
Persistent link: https://www.econbiz.de/10012149285
Saved in:
79
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:
80
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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