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 0 616 6 11 23 2,390
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses 0 0 1 70 7 9 18 245
Total Working Papers 0 0 1 686 13 20 41 2,635

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 6 337 3 8 32 879
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 4 38
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors 0 0 0 26 4 5 11 95
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters 0 0 0 29 0 0 6 212
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange 0 0 0 95 2 8 16 397
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES 0 0 0 42 4 5 9 128
On consistent testing for serial correlation of unknown form in vector time series models 0 0 0 14 2 2 7 54
On kernel nonparametric regression designed for complex survey data 0 0 0 20 2 3 6 77
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking 0 0 0 10 1 1 2 50
On modelling and diagnostic checking of vector periodic autoregressive time series models 0 1 3 45 0 1 7 146
On multiplicative seasonal modelling for vector time series 0 1 1 10 1 5 14 73
On robust testing for conditional heteroscedasticity in time series models 0 0 0 16 3 3 12 76
On testing for serial correlation of unknown form using wavelet thresholding 0 0 0 14 2 4 10 74
On the asymptotic distribution of residual autocovariances in VARX models with applications 0 0 0 20 1 1 8 68
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model 0 0 0 22 3 5 10 101
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 3 3 9 102
Principal Component Analysis from the Multivariate Familial Correlation Matrix 0 0 0 16 0 1 6 86
Robust and powerful serial correlation tests with new robust estimates in ARX models 0 0 0 33 3 5 9 183
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 0 0 0 29 0 1 7 87
Testing for serial correlation of unknown form in cointegrated time series models 0 0 0 19 1 1 4 80
The Fifth Special Issue on Computational Econometrics 0 0 0 32 2 2 6 130
Total Journal Articles 0 2 10 854 37 64 195 3,136

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Statistics updated 2026-05-06