Jean-Michel ZAKOIAN


Jean-Michel ZAKOIAN
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Finance
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Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-driven Time-series Models

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Francq Christian,Zakoian Jean-Michel

Econometric Theory, 2022

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

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Francq Christian,Zakoian Jean-Michel

Bernoulli, 2022

Testing the existence of moments for GARCH processes

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Francq Christian,Zakoian Jean-Michel

Journal of Econometrics, 2022

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

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Francq C,Zakoian JM

Bernoulli, 2021

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

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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

Virtual Historical Simulation for estimating the conditional VaR of large portfolios

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Francq C,Zakoian JM

Journal of Econometrics, 2020

MIXED CAUSAL-NONCAUSAL AR PROCESSES and the MODELLING of EXPLOSIVE BUBBLES

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Fries S,Zakoian JM

Econometric Theory, 2019

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

Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations

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Gouriéroux C,Monfort A,Zakoian JM

Econometrica, 2019