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J

Jean‐Michel Zakoïan

Lille University

29H-index
168Paper Count
6.6KCitation Count
Published Papers 26
Publication Date
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Inference on breaks in weak location time series models with the estimating function approach
errJournal of Econometrics
IF4
err2026-03-18
err0
PREAI
errChristian Francq; Lorenzo Trapani; Jean-Michel Zakoïan
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Testing for the footprints of stabilization economic policy in forecast errors
errPLOS ONE
IF2.6
err2025-12-01
err0
PREAI
errCharemza, Wojciech; Francq, Christian; Lupu, Radu; Makarova, Svetlana; Zakoian, Jean-Michel
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Finite moments testing in a general class of nonlinear time series models
errBernoulli
IF1.7
err2025-11-01
err0
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
Inference on dynamic systemic risk measures
errJOURNAL OF ECONOMETRICS
IF4
err2025-01-01
err0
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
Testing the existence of moments for GARCH processes
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err9
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial
errEUROPEAN PSYCHIATRY
IF6.7
err2021-04-15
err2
errOAAI
errCervello, S.; Dubreucq, J.; Trichanh, M.; Dubrulle, A.; Amado, I; Bralet, M. C.; Chirio-Espitalier, M.; Delille, S.; Fakra, E.; Francq, C.; Guillard-Bouhet, N.; Graux, J.; Lancon, C.; Zakoian, J. M.; Gauthier, E.; Demily, C.; Franck, N.
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Virtual Historical Simulation for estimating the conditional VaR of large portfolios
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err7
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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Nonlinear financial econometrics JoE special issue introduction
errJOURNAL OF ECONOMETRICS
IF4
err2020-08-01
err1
errOAAI
errRombouts, Jeroen V. K.; Scaillet, Olivier; Veredas, David; Zakoian, Jean-Michel
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Functional GARCH models: The quasi-likelihood approach and its applications
errJOURNAL OF ECONOMETRICS
IF4
err2019-04-01
err23
errOAAI
errCerovecki, Clement; Francq, Christian; Hoermann, Siegfried; Zakoian, Jean-Michel
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Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
errECONOMETRICA
IF7.1
err2019-01-01
err3
errOAAI
errGourieroux, C.; Monfort, A.; Zakoian, J. -M.
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Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
errJOURNAL OF ECONOMETRICS
IF4
err2018-08-01
err17
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
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Local explosion modelling by non-causal process
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2016-06-28
err44
errOAAI
errGourieroux, Christian; Zakoian, Jean-Michel
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errSave
Asymptotic inference in multiple-threshold double autoregressive models
errJOURNAL OF ECONOMETRICS
IF4
err2015-12-01
err19
PREAI
errLi, Dong; Ling, Shiqing; Zakoian, Jean-Michel
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Estimating multivariate volatility models equation by equation
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2015-11-11
err31
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
Risk-parameter estimation in volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2015-01-01
err33
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
GARCH models without positivity constraints: Exponential or log GARCH?
errJOURNAL OF ECONOMETRICS
IF4
err2013-11-01
err50
errOAAI
errFrancq, Christian; Wintenberger, Olivier; Zakoiean, Jean-Michel
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INFERENCE IN NONSTATIONARY ASYMMETRIC GARCH MODELS
errANNALS OF STATISTICS
IF3.7
err2013-08-01
err29
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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Optimal predictions of powers of conditionally heteroscedastic processes
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2012-10-12
err29
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models
errECONOMETRICA
IF7.1
err2012-01-01
err63
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
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errSave
Combining Nonparametric and Optimal Linear Time Series Predictions
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2012-01-01
err4
errOAAI
errDabo-Niang, Sophie; Francq, Christian; Zakoian, Jean-Michel
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Research Directions

No research directions
Co-authors
Cooperation Journals
C
Christian Gouriéroux
H-index: 59 · Papers: 646
C
Christophe Lançon
H-index: 54 · Papers: 551
N
Nicolás Franck
H-index: 52 · Papers: 575
O
Olivier Scaillet
H-index: 35 · Papers: 232
J
Julien Dubreucq
H-index: 32 · Papers: 129
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