2345 documents matched the search for Yannick Hoga in authors.
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Testing for changes in (extreme) VaR,
Yannick Hoga,
in Econometrics Journal
(2017)
CHANGE POINT TESTS FOR THE TAIL INDEX OF β-MIXING RANDOM VARIABLES,
Yannick Hoga,
in Econometric Theory
(2017)
Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models,
Yannick Hoga,
in Journal of Business & Economic Statistics
(2019)
Extremal Dependence-Based Specification Testing of Time Series,
Yannick Hoga,
in Journal of Business & Economic Statistics
(2023)
Monitoring multivariate time series,
Yannick Hoga,
in Journal of Multivariate Analysis
(2017)
Keywords: Online-monitoring; CUSUM; Change points; Invariance principle; Ratio-type detector;
Detecting Tail Risk Differences in Multivariate Time Series,
Yannick Hoga,
in Journal of Time Series Analysis
(2018)
Extending the Limits of Backtesting via the ‘Vanishing p’‐Approach,
Yannick Hoga,
in Journal of Time Series Analysis
(2019)
Extreme Conditional Tail Moment Estimation under Serial Dependence,
Yannick Hoga,
in Journal of Financial Econometrics
(2019)
Keywords: confidence corridor, E-NED, expected shortfall, Pareto-type tails, value-at-risk
Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles*,
Yannick Hoga,
in Journal of Financial Econometrics
(2022)
Keywords: central limit theory, distortion risk measures, expectiles, extreme value theory, location–scale model
Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting*,
Yannick Hoga,
in Journal of Financial Econometrics
(2022)
Keywords: asymptotic dependence, asymptotic independence, forecasting, systemic risk, maximum likelihood
The Estimation Risk in Extreme Systemic Risk Forecasts,
Yannick Hoga,
from arXiv.org
(2023)
Where does the tail begin? An approach based on scoring rules,
Yannick Hoga,
in Econometric Reviews
(2020)
The uncertainty in extreme risk forecasts from covariate-augmented volatility models,
Yannick Hoga,
in International Journal of Forecasting
(2021)
Keywords: Extreme value theory; Forecast intervals; High-frequency volatility measures; Risk forecasts; Volatility indices;
Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions,
Yannick Hoga,
from arXiv.org
(2024)
Quantifying the data-dredging bias in structural break tests,
Yannick Hoga,
in Statistical Papers
(2022)
Keywords: Data-dredging bias, Hypothesis test, Monitoring, Structural breaks
On Testing Equal Conditional Predictive Ability Under Measurement Error,
Yannick Hoga and Timo Dimitriadis,
from arXiv.org
(2021)
Dynamic CoVaR Modeling,
Timo Dimitriadis and Yannick Hoga,
from arXiv.org
(2024)
Monitoring Value-at-Risk and Expected Shortfall Forecasts,
Yannick Hoga and Matei Demetrescu,
in Management Science
(2023)
Keywords: risk measures, backtests, sequential monitoring, exact distributions, forecasting
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability,
Tobias Fissler and Yannick Hoga,
in Journal of Business & Economic Statistics
(2024)
Regressions under Adverse Conditions,
Timo Dimitriadis and Yannick Hoga,
from arXiv.org
(2024)
Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability,
Tobias Fissler and Yannick Hoga,
from arXiv.org
(2022)
How to Compare Copula Forecasts?,
Tobias Fissler and Yannick Hoga,
from arXiv.org
(2024)
On Testing Equal Conditional Predictive Ability Under Measurement Error,
Yannick Hoga and Timo Dimitriadis,
in Journal of Business & Economic Statistics
(2023)
A structural break test for extremal dependence in β-mixing random vectors,
Y Hoga,
in Biometrika
(2018)
Keywords: β-mixing, Extremal dependence, Self-normalization, Structural break test
Faculty Research Activity and the Quality of Graduate Training,
Timothy D. Hoga,
in Journal of Human Resources
(1981)
L'équilibre du marché des changes à terme et l'intervention des banques centrales,
Yannick Marquet,
in Revue Économique
(1976)
Au-delà des apparences: un autre regard sur le Vietnam des années 1990,
Yannick Madesclaire,
in Revue Tiers Monde
(1994)
Quelques résultats sur les gros travaux immobiliers des ménages,
Yannick Lemel,
in Économie et Statistique
(1971)
Éléments sur les budgets-temps des citadins,
Yannick Lemel,
in Économie et Statistique
(1972)
L'endettement des ménages pour l'achat de biens durables,
Yannick Lemel,
in Économie et Statistique
(1973)
Le sociologue des pratiques du quotidien entre l'approche ethnographique et l'enquête statistique,
Yannick Lemel,
in Économie et Statistique
(1984)
Idéologies et comptabilité: l’exemple français de l’uniformisation des méthodes de calcul de coûts.1927-1947. (Ideologies and Accounting: the French Case of Standardization of Cost Finding Methods. 1927-1947),
Yannick Lemarchand,
in De Computis "Revista Española de Historia de la Contabilidad". De Computis "Spanish Journal of Accounting History".
(2004)
Keywords: Contabilidad de gestión, corporativismo, secciones homogéneas, tecnocracia. Corporativism, management accounting, sections homogènes, tecnocracy.
An Interdisciplinary Argument for Natural Morphologies in Architectural Design,
Yannick Joye,
in Environment and Planning B
(2006)
A New Printing Revolution? 3D Printing as an Agent of Socio-Political Change,
Yannick Rumpala,
in International Journal of Technoethics (IJT)
(2016)
Agriculteurs et territoires: quelles inscriptions pour quel développement ? (TERAGRI),
Yannick Sencébé,
from HAL
(2012)
Keywords: territoire de la pratique,inscription territoriale
1880-1914, l'échec de l'unification des bilans. Le rendez-vous manqué de la normalisation,
Yannick Lemarchand,
in ACCRA
(1995)
Keywords: accounting history, standardisation, financial accounting
Les JHCM 1995-2008. Rétrospective et perspectives,
Yannick Lemarchand,
in Revue française de gestion
(2008)
Recherche de voies de passage au « développement durable » et réflexivité institutionnelle. Retour sur les prétentions à la gestion d'une transition générale,
Yannick Rumpala,
in Revue française de socio-Economie
(2010)
Keywords: government of change, reflexivity, sustainable development, transition
La « professionnalisation du recrutement » au prisme des dispositifs de sélection,
Yannick Fondeur,
in Revue française de socio-Economie
(2014)
Keywords: recruitment, selectivity, shared services center, management software, standardization, professionalization
Introduction,
Yannick Gabuthy,
in Revue économique
(2020)
Online Dispute Resolution and Bargaining,
Yannick Gabuthy,
from HAL
(2003)
Keywords: arbitration,bargaining,double auction,incomplete information,online dispute resolution,arbitrage,double enchère,information incomplète,négociation,résolution des conflits en ligne
Peter Singer, The President of Good and Evil: Taking George W. Bush Seriously (London: Granta Books, 2004), pp. v + 280,
Yannick Vanderborght,
in Utilitas
(2006)
Un essai de démocratie dialogique: le débat public français sur le stockage des déchets nucléaires,
Yannick Gomez,
from HAL
(2015)
Keywords: nuclear waste.,future generations,democracy,Stakeholders,Parties prenantes,démocratie,générations futures,déchets nucléaires
CURRENT ACCOUNT DYNAMICS IN THE EURO AREA,
Yannick Timmer,
in CES Working Papers
(2014)
Keywords: Current Account; Euro Area; Banking Capital Flows Romania
Modèles de firme et formes du capitalisme: Penser la diversité comme agenda de recherche pour la TR,
Yannick Lung,
in Revue de la Régulation - Capitalisme, institutions, pouvoirs
(2008)
Keywords: firme japonaise,institution,isomorphisme,modèle productif,organisation,secteur,système social d’innovation et de production,variété du capitalisme,industry,institution,isomorphism,japanese firm,organization,productive models,social system of innovation and production,variety of capitalism,
Innovation et développement régional. En hommage à Keith PAVITT,
Yannick Lung,
in Revue d'économie régionale et urbaine
(2003)
Le ciblage d’inflation dans les économies émergentes,
Yannick Lucotte,
in Revue française d'économie
(2015)
Désindustrialisation et crise financière dans une économie émergente,
Yannick Kalantzis,
in Revue économique
(2005)
Central Bank Independence and Budget Deficits in Developing Countries: New Evidence from Panel Data Analysis,
Yannick Lucotte,
from HAL
(2009)
Keywords: Central bank independence,Budget balances,Developing countries,Panel data analysis
Registered author: Yannick Dillschneider
Les monnaies locales dans les dynamiques de transition,
Yannick Lung,
from HAL
(2022)
(A)Symmetric effects of changes in the saving rate on the investment rate in Norway: 1830–2017,
Yannick Bineau,
from HAL
(2020)
Films and documentaries as a relevant approach to the complex and sometimes dark sides of organizations,
Yannick Fronda,
from HAL
(2014)
Cinema as a Pharmakon for management education: a 2011 French experience,
Yannick Fronda,
from HAL
(2012)
Keywords: Cinema,Education
Un espace pour le sujet au travail face aux injonctions de changement ? De la résistance au désengagement du salarié,
Yannick Fronda,
from HAL
(2011)
Keywords: Travail,Changement,Souffrance,Performance
When introducing change generates cultural shock: the case of the introduction of a north american management control model in a major french public sector corporation,
Yannick Fronda,
from HAL
(2008)
Keywords: Gestion du changement,Contrôle de gestion,Entreprise publique,Identité,Culture
Diversité culturelle et instrumentation de gestion: un récit de la mutation d'une grande entreprise française,
Yannick Fronda,
from HAL
(2008)
Keywords: Gestion du changement,Entreprise publique,Contrôleur de gestion,Mutation
Le changement, c'est bien. Y résister, c'est mal,
Yannick Fronda,
from HAL
(2008)
Keywords: Gestion du changement,Résistance au changement
Real exchange rate and bilateral trade balance of Cambodia: A panel investigation,
Yannick Bineau,
from HAL
(2016)
Keywords: Trade balance,Real exchange rate,Cambodia,Growth,FMOLS and DOLS Estimators
Graduation Ceremony for the Statistics Master’s CLMV Scholars,
Yannick Bineau,
from HAL
(2017)
Repenser les trajectoires de la géographie de l’innovation,
Yannick Lung,
from HAL
(2014)
A MNE car company in emerging countries: Innovation, Skills and Jobs. The Renault case in Romania, Morocco and India,
Yannick Lung,
from HAL
(2017)
L’innovation sociale est-elle passible d’une recherche académique ?,
Yannick Lung,
from HAL
(2017)
Quarterly Update 1-2018: EU-ASEAN COMPASS project,
Yannick Bineau,
from HAL
(2018)
Stimuler et pérenniser les investissements des jeunes dans l’agriculture et les systèmes alimentaires,
Yannick Fiedler,
from HAL
(2021)
Keywords: agrifood sector,youth employment,entrepreneurs,support measures,empowerment,investment promotion,Africa
Modèles de firme et formes du capitalisme: Penser la diversité comme agenda de recherche pour la théorie de la régulation,
Yannick Lung,
from HAL
(2008)
Global vision for the auto industry and the future perspective for Asia” IMVP-MMRC-RIIM Asia Pacific Forum,
Yannick Lung,
from HAL
(2005)
Benchmarking European Automotive Regions: A critical view,
Yannick Lung,
from HAL
(2006)
Are emerging countries a threat for industrialized automobile countries?”,
Yannick Lung,
from HAL
(2007)
Vers une méso-économie politique du territoire,
Yannick Lung,
from HAL
(2007)
The link between the diversity of productive models and the variety of capitalisms. A review of the literature and contextualisation using the car industry as a case study,
Yannick Lung,
from HAL
(2005)
Le Mercosur dans les trajectoires d'internationalisation des firmes automobiles,
Yannick Lung,
from HAL
(2007)
La Chine et l'Inde nouveaux acteurs de l'industrie automobile mondiale ?,
Yannick Lung,
from HAL
(2006)
Cambios en la geografia de la industria automovilistica europea. Cursos de Verano El sector de automocion en Navarra: El impacto de la ampliacion de la Union Europea,
Yannick Lung,
from HAL
(2004)
L'articulation entre la diversité des modèles productifs et la variété du capitalisme. Une revue de la littérature et une mise en perspective à partir du cas de l'industrie automobile,
Yannick Lung,
from HAL
(2005)
Cars firms strategies and practices in Europe,
Yannick Lung,
from HAL
(2004)
Coordinating Competencies and Knowledge in the Auto Industry,
Yannick Lung,
from HAL
(2004)
Ford's M&A and Alliance Strategies in Europe,
Yannick Lung,
from HAL
(2004)
Peut on développer une approche régulationniste de la firme ?,
Yannick Lung,
from HAL
(2005)
The Challenges of the European Automotive Industry at the Beginning of the 21stCentury,
Yannick Lung,
from HAL
(2004)
Asian Competitors, a threat for the European Market?,
Yannick Lung,
from HAL
(2005)
Peut-on développer une approche régulationniste de la firme ? Penser la diversité des modèles productifs et la variété des formes du capitalisme,
Yannick Lung,
from HAL
(2008)
The European Socio-Economic Models of a Knowledge-based society: ESEMK WP1 deliverable D1,
Yannick Lung,
from HAL
(2005)
L'industrie automobile dans les pays émergents,
Yannick Lung,
from HAL
(2006)
Les perspectives de l'industrie automobile dans le bassin méditerranéen,
Yannick Lung,
from HAL
(2006)
Le développement de l'industrie automobile au Maroc: une perspective comparative,
Yannick Lung,
from HAL
(2008)
La mondialisation: enjeux et limite,
Yannick Lung,
from HAL
(2008)
Mercosur's place in carmakers' internationalisation strategies,
Yannick Lung,
from HAL
(2007)
The link between the diversity of productive models and the variety of capitalisms. A review of the literature and contextualisation using the car industry as a case study,
Yannick Lung,
from HAL
(2005)
Variety of Capitalism and Diversity of Productive Models: Main conclusions,
Yannick Lung,
from HAL
(2008)
Adoption of inflation targeting and tax revenue performance in emerging market economies: An empirical investigation,
Yannick Lucotte,
from HAL
(2010)
Keywords: Inflation targeting,Public revenue,Treatment effect,Propensity score matching,Emerging countries
Systèmes d'emploi et pratiques de recrutement,
Yannick Fondeur,
from HAL
(2013)
Keywords: recrutement,systèmes d'emploi,entreprises,services
A Review of the Presence and Use of Fractal Geometry in Architectural Design,
Yannick Joye,
in Environment and Planning B
(2011)
Nuevas narrativas para una transformación rural en América Latina y el Caribe. La nueva ruralidad: conceptos y medición,
Yannick Gaudin,
from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
(2019)
The coordination of competencies and knowledge: a critical issue for regional automotive systems,
Yannick Lung,
in International Journal of Automotive Technology and Management
(2001)
Keywords: automotive system; corporate governance; competencies; cooperation; globalisation; knowledge management; modular production; services; supplying relationships.
Une méta-analyse des études sur la mesure de la mobilité internationale du capital selon la méthode de Feldstein et Horioka,
Yannick Bineau,
in L'Actualité Economique
(2010)
TARGET2 balances and the adjustment of capital flows in the Euro area,
Yannick Timmer,
in European Economic Letters
(2015)
Keywords: Balance of Payments; TARGET2; Capital Flows; Euro Area
Stimuler et pérenniser les investissements des jeunes dans l’agriculture et les systèmes alimentaires,
Yannick Fiedler,
from HAL
(2021)
Keywords: agrifood sector,youth employment,entrepreneurs,support measures,empowerment,investment promotion,Africa
Innovation managériale, injonction au changement et choc culturel: comment naît la souffrance dans une grande entreprise française,
Yannick Fronda,
from HAL
(2013)
Keywords: Changement culturel,Culture organisationnelle,Résistance identitaire,Changement organisationnel,Innovation managériale,Reconversion professionnelle,Positions de retrait
Films and documentaries as a relevant approach to the complex and sometimes dark sides of organizations,
Yannick Fronda,
from HAL
(2014)
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