Access Statistics for Pierre Duchesne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange 0 3 3 616 0 3 3 2,367
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses 0 0 0 69 1 1 1 227
Total Working Papers 0 3 3 685 1 4 4 2,594

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods 0 0 12 331 1 4 25 847
Corrigendum to: "On matricial measures of dependence in vector ARCH models with applications to diagnostic checking" [Statist. Probab. Lett. 68 (2004) 149-160] 0 0 0 6 0 1 1 34
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors 0 0 0 26 0 0 1 84
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters 0 0 2 29 0 0 4 206
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange 0 0 0 95 0 2 2 381
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES 0 0 1 42 0 0 1 119
On consistent testing for serial correlation of unknown form in vector time series models 0 0 0 14 0 0 0 47
On kernel nonparametric regression designed for complex survey data 0 0 1 20 0 0 2 71
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking 0 0 1 10 0 0 1 48
On modelling and diagnostic checking of vector periodic autoregressive time series models 1 1 1 42 1 1 3 139
On multiplicative seasonal modelling for vector time series 1 1 1 9 2 2 3 59
On robust testing for conditional heteroscedasticity in time series models 0 0 0 16 0 0 1 64
On testing for serial correlation of unknown form using wavelet thresholding 0 0 0 14 0 1 2 64
On the asymptotic distribution of residual autocovariances in VARX models with applications 0 0 1 20 0 0 1 60
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model 0 0 0 22 0 0 1 91
On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap 0 0 1 19 0 0 2 93
Principal Component Analysis from the Multivariate Familial Correlation Matrix 0 0 0 16 1 1 1 80
Robust and powerful serial correlation tests with new robust estimates in ARX models 0 0 0 33 0 0 1 174
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 0 0 1 29 0 0 2 80
Testing for serial correlation of unknown form in cointegrated time series models 0 0 0 19 0 0 1 76
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 124
Total Journal Articles 2 2 22 844 5 12 56 2,941

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Statistics updated 2025-05-12