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 0 3 616 3 6 9 2,373
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses 0 0 1 70 0 0 2 228
Total Working Papers 0 0 4 686 3 6 11 2,601

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 1 8 337 1 7 29 866
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 0 2 35
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors 0 0 0 26 0 1 2 86
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters 0 0 0 29 0 0 3 208
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange 0 0 0 95 2 3 6 385
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES 0 0 0 42 0 1 1 120
On consistent testing for serial correlation of unknown form in vector time series models 0 0 0 14 0 1 3 50
On kernel nonparametric regression designed for complex survey data 0 0 1 20 0 1 3 72
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking 0 0 0 10 0 0 0 48
On modelling and diagnostic checking of vector periodic autoregressive time series models 1 1 3 44 2 2 4 142
On multiplicative seasonal modelling for vector time series 0 0 1 9 0 0 3 60
On robust testing for conditional heteroscedasticity in time series models 0 0 0 16 1 6 6 70
On testing for serial correlation of unknown form using wavelet thresholding 0 0 0 14 0 1 5 68
On the asymptotic distribution of residual autocovariances in VARX models with applications 0 0 0 20 0 0 0 60
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model 0 0 0 22 0 1 2 93
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 0 19 0 1 1 94
Principal Component Analysis from the Multivariate Familial Correlation Matrix 0 0 0 16 1 1 2 81
Robust and powerful serial correlation tests with new robust estimates in ARX models 0 0 0 33 0 1 1 175
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 0 0 0 29 1 1 2 82
Testing for serial correlation of unknown form in cointegrated time series models 0 0 0 19 0 1 1 77
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 1 1 125
Total Journal Articles 1 2 13 852 8 30 77 2,997

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Statistics updated 2025-12-06