logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
J

Jean‐Michel Zakoïan

Lille University

29H指数
168论文数
6.6K被引数
收录论文 26
发表时间
logo
Inference on breaks in weak location time series models with the estimating function approach利用估计函数方法对弱位置时间序列模型中的断点进行推断
errJournal of Econometrics
IF4
err2026-03-18
err0
PREAI
errChristian Francq; Lorenzo Trapani; Jean-Michel Zakoïan
err分享
err收藏
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
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
err分享
err收藏
Inference on dynamic systemic risk measures动态系统性风险测度的推断
errJOURNAL OF ECONOMETRICS
IF4
err2025-01-01
err0
PREAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
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
err收藏
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
err收藏
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
err分享
err收藏
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
Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
errECONOMETRICA
IF7.1
err2019-01-01
err3
errOAAI
errGourieroux, C.; Monfort, A.; Zakoian, J. -M.
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
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
err分享
err收藏
Asymptotic inference in multiple-threshold double autoregressive models
errJOURNAL OF ECONOMETRICS
IF4
err2015-12-01
err19
PREAI
errLi, Dong; Ling, Shiqing; Zakoian, Jean-Michel
err分享
err收藏
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
err收藏
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
err分享
err收藏
INFERENCE IN NONSTATIONARY ASYMMETRIC GARCH MODELS
errANNALS OF STATISTICS
IF3.7
err2013-08-01
err29
errOAAI
errFrancq, Christian; Zakoian, Jean-Michel
err分享
err收藏
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

研究方向

暂时未获取到该数据
合作学者
合作期刊
C
Christian Gouriéroux
H 指数: 59 · 论文数: 646
C
Christophe Lançon
H 指数: 54 · 论文数: 551
N
Nicolás Franck
H 指数: 52 · 论文数: 575
O
Olivier Scaillet
H 指数: 35 · 论文数: 232
J
Julien Dubreucq
H 指数: 32 · 论文数: 129
查看更多