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C

Christian Francq

ensae paris

29H指数
192论文数
4.3K被引数
收录论文 23
发表时间
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Testing for the footprints of stabilization economic policy in forecast errors检验稳定经济政策在预测误差中的足迹
errPLOS ONE
IF2.6
err2025-12-01
err0
PREAI
errCharemza, Wojciech; Francq, Christian; Lupu, Radu; Makarova, Svetlana; Zakoian, Jean-Michel
err分享
err收藏
Autoregressive conditional betas
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err1
errOAAI
errBlasques, F.; Francq, Christian; Laurent, Sebastien
err分享
err收藏
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models观测驱动时间序列模型条件均值的两阶段加权最小二乘估计
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err8
errOAAI
errAknouche, Abdelhakim; Francq, Christian
err分享
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Quasi score-driven models
errJOURNAL OF ECONOMETRICS
IF4
err2023-05-01
err5
errOAAI
errBlasques, F.; Francq, Christian; Laurent, Sebastien
err分享
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Testing the existence of moments for GARCH processes
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err9
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
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.
err分享
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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
err分享
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Functional GARCH models: The quasi-likelihood approach and its applications功能GARCH模型: 拟似然方法及其应用
errJOURNAL OF ECONOMETRICS
IF4
err2019-04-01
err23
errOAAI
errCerovecki, Clement; Francq, Christian; Hoermann, Siegfried; Zakoian, Jean-Michel
err分享
err收藏
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models半参数多变量模型驱动的投资组合VaR风险估计
errJOURNAL OF ECONOMETRICS
IF4
err2018-08-01
err17
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
Asymptotics of Cholesky GARCH models and time-varying conditional betas
errJOURNAL OF ECONOMETRICS
IF4
err2018-06-01
err12
errOAAI
errDarolles, Serge; Francq, Christian; Laurent, Sebastien
err分享
err收藏
Tests for conditional ellipticity in multivariate GARCH models
errJOURNAL OF ECONOMETRICS
IF4
err2017-02-01
err12
PREAI
errFrancq, C.; Jimenez-Gamero, M. D.; Meintanis, S. G.
err分享
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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
err分享
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Risk-parameter estimation in volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2015-01-01
err33
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
GARCH models without positivity constraints: Exponential or log GARCH?没有实证约束的GARCH模型: 指数GARCH还是对数GARCH？
errJOURNAL OF ECONOMETRICS
IF4
err2013-11-01
err50
errOAAI
errFrancq, Christian; Wintenberger, Olivier; Zakoiean, 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
err分享
err收藏
Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models爆炸和平稳广义自回归条件异方差模型的严格平稳性检验和估计
errECONOMETRICA
IF7.1
err2012-01-01
err63
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
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
err分享
err收藏
Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
errJOURNAL OF ECONOMETRICS
IF4
err2011-12-01
err33
PREAI
errFrancq, Christian; Lepage, Guillaume; Zakoian, Jean-Michel
err分享
err收藏
Inconsistency of the MLE and inference based on weighted LS for LARCH models
errJOURNAL OF ECONOMETRICS
IF4
err2010-11-01
err16
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
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Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons检验GARCH系数的无效性: 标准检验的校正和相对效率比较
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2009-03-01
err38
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏

研究方向

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合作学者
合作期刊
C
Christophe Lançon
H 指数: 54 · 论文数: 551
N
Nicolás Franck
H 指数: 52 · 论文数: 575
J
Julien Dubreucq
H 指数: 32 · 论文数: 129
S
Sébastien Laurent
H 指数: 31 · 论文数: 285
É
É. Fakra
H 指数: 30 · 论文数: 219
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