Jean‐Marc Bardet

Finance · 2003–2012

A researcher in the Science corpus: 5 papers; trusts 20 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it; #4,443 of 10,518 by trust here, #5,523 by citations
• Statistics and Probability — 14 citations into it; #5,765 of 12,932 by trust here, #6,310 by citations
• Economics and Econometrics — 7 citations into it; #9,581 of 23,481 by trust here, #15,581 by citations
• Mathematical Physics — 5 citations into it

Whom Jean‐Marc Bardet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Liudas Giraitis
2. Robert F. Engle
3. Christian Francq
4. Paul Doukhan
5. Marc Lavielle
6. Peter M. Robinson
7. István Berkes
8. Remigijus Leipus
9. Piotr Kokoszka
10. S. Ling

Who trusts Jean‐Marc Bardet overall

1. Hiroki Masuda
2. Christian Francq
3. Georges Oppenheim
4. Olivier Wintenberger
5. S. Chakar
6. Stéphane Jaffard
7. Jean-Michel Zakoian
8. William Kengne
9. Richard G. Clegg
10. Sergio Bianchi

Papers from Jean‐Marc Bardet's perspective

Ordered by how strongly the researchers Jean‐Marc Bardet trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Generalized autoregressive conditional heteroskedasticity
3. Asymptotic theory for multivariate GARCH processes
4. LARCH, leverage and long memory
5. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
6. The efficiency of the estimators of the parameters in GARCH processes
7. Mixing: Properties and Examples
8. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
10. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)

Their papers

• ASYMPTOTIC NORMALITY OF THE QUASI MAXIMUM LIKELIHOOD ESTIMATOR FOR MULTIDIMENSIONAL CAUSAL PROCESSES (2007) — 125 citations
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (2012) — 52 citations
• Dependent Lindeberg central limit theorem and some applications (2007) — 53 citations
• Generators of long-range dependent processes: A survey (2003) — 134 citations
• Semi-parametric estimation of the long-range dependence parameter : A survey (2003) — 91 citations