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 0 609 0 0 8 2,345
On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses 1 1 1 62 2 3 5 215
Total Working Papers 1 1 1 671 2 3 13 2,560


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 3 5 27 266 4 16 77 692
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 5 0 0 0 31
Diagnostic checking of multivariate nonlinear time series models with martingale difference errors 0 0 1 26 0 0 1 81
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters 0 0 1 26 0 0 1 200
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange 0 0 0 93 1 3 5 353
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES 0 0 0 41 0 1 1 115
On consistent testing for serial correlation of unknown form in vector time series models 0 0 1 14 0 0 1 43
On kernel nonparametric regression designed for complex survey data 0 0 1 14 0 0 4 60
On matricial measures of dependence in vector ARCH models with applications to diagnostic checking 0 0 0 9 0 0 2 45
On modelling and diagnostic checking of vector periodic autoregressive time series models 0 1 1 39 0 1 1 134
On multiplicative seasonal modelling for vector time series 0 0 0 8 0 0 0 55
On robust testing for conditional heteroscedasticity in time series models 0 0 0 16 0 1 4 56
On testing for serial correlation of unknown form using wavelet thresholding 0 0 0 13 1 3 5 60
On the asymptotic distribution of residual autocovariances in VARX models with applications 0 0 0 19 0 1 2 55
On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model 0 0 0 22 0 0 0 89
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 18 0 1 2 90
Principal Component Analysis from the Multivariate Familial Correlation Matrix 0 0 0 16 0 1 1 78
Robust and powerful serial correlation tests with new robust estimates in ARX models 0 0 0 32 0 0 0 168
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets 0 0 0 28 0 0 2 77
Testing for serial correlation of unknown form in cointegrated time series models 0 0 0 19 0 0 0 74
The Fifth Special Issue on Computational Econometrics 0 0 0 31 0 0 1 118
Total Journal Articles 3 6 32 755 6 28 110 2,674


Statistics updated 2021-01-03