Cervello S,Dubreucq J,Trichanh M,Dubrulle A,Amado I,Bralet MC,Chirio-Espitalier M,Delille S,Fakra E,Francq C,Guillard-Bouhet N,Graux J,Lançon C,Zakoian JM,Gauthier E,Demily C,Franck N

European psychiatry : the journal of the Association of European Psychiatrists, 2021

Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models

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Francq C,Zakoian JM

Bernoulli, 2021

Virtual Historical Simulation for estimating the conditional VaR of large portfolios

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Francq C,Zakoian JM

Journal of Econometrics, 2020

Functional GARCH models: The quasi-likelihood approach and its applications

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Cerovecki C,Francq C,Hörmann S,Zakoian JM

Journal of Econometrics, 2019

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3rd ASB/CEPR/ERSA/ADB/CAMA/BNM and WB – Workshop on Macroeconomic Policy in Emerging Markets

Une intelligence pas si artificielle que ça ?

Philippe COULANGEON (Sciences Po) – “t.b.a.”

Guido TABELLINI (Bocconi University) – “t.b.a.”

Christian FRANCQ

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Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-driven Time-series Models

Adaptiveness of the empirical distribution of residuals in semi-parametric conditional loaction-scale models

Stationarity and ergodicity of Markov switching positive conditional mean models

Testing the existence of moments for GARCH processes

Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models

Volatility Estimation when the Zero-Process is Nonstationary

Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial

Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models

Virtual Historical Simulation for estimating the conditional VaR of large portfolios

Functional GARCH models: The quasi-likelihood approach and its applications

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