Jean-Michel Zakoian
ENSAE ParisTech
H-index: 37
Europe-France
Top articles of Jean-Michel Zakoian
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Optimal estimating function for weak location‐scale dynamic models | Journal of Time Series Analysis | Christian Francq Jean‐Michel Zakoïan | 2023/9 |
Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models | Christian Francq Thomas Verdebout Jean-Michel Zakoian | 2023/6/1 | |
Inference on GARCH-MIDAS models without any small-order moment | Econometric Theory | Christian Francq Baye Matar Kandji Jean-Michel Zakoian | 2023/5/12 |
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models | Journal of Financial Econometrics | Christian Francq Jean-Michel Zakoïan | 2023/12/15 |
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models | Econometric Theory | Christian Francq Jean-Michel Zakoian | 2023/10 |
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models | Bernoulli | Christian Francq Jean-Michel Zakoïan | 2022/2 |
Estimating dynamic systemic risk measures | Loïc Cantin Christian Francq Jean-Michel Zakoïan | 2022/1/24 | |
Inference on multiplicative component GARCH without any small-order moment | Christian Francq Baye Matar Kandji Jean-Michel Zakoian | 2022/3/18 | |
Testing the existence of moments for GARCH processes | Journal of econometrics | Christian Francq Jean-Michel Zakoian | 2022/3/1 |
Testing the existence of moments and estimating the tail index of augmented garch processes | Christian Francq Jean-Michel Zakoian | 2021 | |
Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial | European Psychiatry | S Cervello J Dubreucq M Trichanh A Dubrulle I Amado | 2021/1 |
Virtual Historical Simulation for estimating the conditional VaR of large portfolios | Journal of econometrics | Christian Francq Jean-Michel Zakoian | 2020/8/1 |
Nonlinear financial econometrics JoE special issue introduction | Jeroen VK Rombouts Olivier Scaillet David Veredas Jean-Michel Zakoian | 2020/8/1 |
Co-Authors
