Access Statistics for Jean-Michel Zakoian

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
APPROXIMATION EN TEMPS CONTINU D'UN MODELE ARCH A SEUIL	0	0	0	0	0	2	11	360
Conditional Heteroskedasticity Driven by Hidden Markov Chains	0	0	0	1	3	13	38	456
Conditional heteroskedasticity driven by hidden Markov chains	0	0	0	41	1	5	15	140
Contemporaneous Asymmetry in Garch Processes	0	0	0	0	2	6	32	408
Contemporaneous Asymmetry in Weak Garch Processes	0	0	0	0	0	0	6	364
Covariance Matrix Estimation for Estimators of Mixing World's Arma	0	0	0	0	0	2	20	655
Efficient Use of High Order Autocorrelations for Estimating AutoregressiveProcesses	0	0	0	0	1	3	17	209
Estimating Linear Representations of Nonlinear Processes	0	0	0	0	0	2	9	178
Estimating Weak Garch Representations	0	0	0	0	1	6	19	539
Inference in GARCH when some coefficients are equal to zero	1	4	16	57	6	11	42	124
Linear-Representation Based Estimation of Switching-Regime GARCH Models	0	0	0	2	2	7	44	294
MODELE AUTOREGRESSIF A UN SEUIL	0	0	0	0	2	13	27	513
MODELES HETEROSCEDASTIQUES A SEUIL	0	0	0	1	0	3	8	463
Modeles ARCH: une revue de la litterature	0	0	0	2	2	5	14	368
Multivariate ARMA Models with Generalized Autoregressive Linear Innovation	0	0	0	0	1	3	18	228
Non Redundancy of High Order Moment Conditions for Efficient GMM Estimation of Weak AR Process	0	0	0	0	2	8	17	162
Stationarity of Multivariate Markov-Switching ARMA Models	0	0	0	1	8	16	75	324
Stochastic unit-root bilinear processes	0	0	0	0	4	12	51	99
Testing for Continuous-Time Models of the Short-Term Interest Rate	0	0	0	0	1	4	17	215
Total Working Papers	1	4	16	105	36	121	480	6,099

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE	4	10	39	53	5	16	64	96
A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test	1	4	9	9	3	15	32	32
COMMENTS ON THE PAPER BY MINXIAN YANG	0	0	0	5	1	3	9	26
Contemporaneous asymmetry in GARCH processes	2	2	13	48	4	7	30	110
Diagnostic Checking in ARMA Models With Uncorrelated Errors	1	3	15	18	2	6	28	33
ESTIMATING WEAK GARCH REPRESENTATIONS	3	5	18	26	3	7	31	47
Linear-representation Based Estimation of Stochastic Volatility Models	0	2	6	8	0	6	13	17
MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS	1	2	17	31	3	9	33	62
Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes	1	1	3	5	1	2	6	27
QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES	0	0	5	10	1	1	11	25
Stationarity of multivariate Markov-switching ARMA models	1	3	26	83	4	11	40	161
Testing for continuous-time models of the short-term interest rate	0	5	11	69	1	8	19	131
Threshold Arch Models and Asymmetries in Volatility	6	21	77	358	12	42	169	746
Threshold heteroskedastic models	7	21	106	417	14	53	202	798
Total Journal Articles	27	79	345	1,140	54	186	687	2,311

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Statistics updated 2008-09-04