Browse by Institution

D

Durand-Viel, Laure and Villeneuve, Bertrand (2009): Strategic Capacity Investment under Holdup Threats: The Role of Contract Length and Width.

F

Francq, Christian and Zakoian, Jean-Michel (2009): Bartlett's formula for a general class of non linear processes.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

Francq, Christian and Zakoian, Jean-Michel (2015): Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels.

Francq, Christian and Zakoian, Jean-Michel (2019): Testing the existence of moments for GARCH processes. Forthcoming in: Journal of Econometrics

Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.

G

Garrouste, Christelle and Godefroy, Pascal and Laferrère, Anne (2010): Validating SHARE in France with other French surveys : health and income data. Published in: Document de Travail INSEE-DSDS No. F1007 (2010): pp. 1-69.

Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2018): Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Forthcoming in: Econometrica

Gouriéroux, Christian and Zakoian, Jean-Michel (2014): On uniqueness of moving average representations of heavy-tailed stationary processes.

L

Lamé, Gildas (2013): Was there a "Greenspan conundrum" in the Euro area ? Published in: INSEE Working Papers (September 2013)

R

Royer, Julien (2021): Conditional asymmetry in Power ARCH($\infty$) models.

Z

Zaki, Chahir and Hendy, Rana (2009): Rethinking the Redistribution Effects of Trade Liberalization in Egypt: A Microsimulation Analysis.