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  1. Lepage, Guillaume [Author] ; Lille 3 [Contributor]; Zakoian, Jean-Michel [Contributor]; Francq, Christian [Contributor]

    Inférence statistique des modèles conditionnellement hétéroscédastiques avec innovations stables, contraste non gaussien et volatilité mal spécifiée ; Statistical inference of conditionally heteroskedastic models with stable innovations, non Gaussian contrast and missspecified volatility

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    theses.fr, 2012-12-13

  2. Telmoudi, Fedya [Author] ; Lille 3 [Contributor]; Université de Tunis (1958-1988) [Contributor]; Francq, Christian [Contributor]; Limam, Mohamed Mehdi [Contributor]

    Estimation and misspecification Risks in VaR estimation ; Estimation and misspecification risks in VaR evaluation

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    theses.fr, 2014-12-19