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Research interests
Engineering and Technology
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Dive into the research topics where Jean-Michel Zakoian is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Finite moments testing in a general class of nonlinear time series models
Francq, C. & Zakoïan, J. M., 1 Nov 2025, In: Bernoulli. 31, 4, p. 2649-2674 26 p.Research output: Contribution to journal › Article › peer-review
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Inference on dynamic systemic risk measures
Francq, C. & Zakoïan, J. M., 1 Jan 2025, In: Journal of Econometrics. 247, 105936.Research output: Contribution to journal › Article › peer-review
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Testing for the footprints of stabilization economic policy in forecast errors
Charemza, W., Francq, C., Lupu, R., Makarova, S. & Zakoïan, J. M., 1 Dec 2025, In: PLoS ONE. 20, 12 December, e0336495.Research output: Contribution to journal › Article › peer-review
Open Access -
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis
Francq, C., Hurlin, C., Laurent, S. & Zakoian, J. M., 1 Mar 2025, In: Journal of Time Series Analysis. 46, 2, p. 214-215 2 p.Research output: Contribution to journal › Editorial
Open Access -
INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT
Francq, C., Kandji, B. M. & Zakoian, J. M., 1 Dec 2024, In: Econometric Theory. 40, 6, p. 1422-1455 34 p.Research output: Contribution to journal › Article › peer-review
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LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS
Francq, C. & Zakoian, J. M., 21 Oct 2023, In: Econometric Theory. 39, 5, p. 1067-1092 26 p.Research output: Contribution to journal › Article › peer-review
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Optimal estimating function for weak location-scale dynamic models
Francq, C. & Zakoïan, J. M., 1 Sept 2023, In: Journal of Time Series Analysis. 44, 5-6, p. 533-555 23 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Portmanteau Tests for Semiparametric Nonlinear Conditionally Heteroscedastic Time Series Models
Francq, C., Verdebout, T. & Zakoian, J. M., 1 Jan 2023, Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. Springer Nature, p. 123-153 31 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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Testing Hypotheses on the Innovations Distribution in Semi-Parametric Conditional Volatility Models
Francq, C. & Zakoïan, J. M., 1 Jan 2023, In: Journal of Financial Econometrics. 21, 5, p. 1443-1482 40 p.Research output: Contribution to journal › Article › peer-review
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Testing the existence of moments for GARCH processes
Francq, C. & Zakoïan, J. M., 1 Mar 2022, In: Journal of Econometrics. 227, 1, p. 47-64 18 p.Research output: Contribution to journal › Article › peer-review