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Estimating conditional systemic risk measures in semi-parametric volatility models Loic Cantin, christian Francq, Jean-Michel Zakoian sciencesconf.org:qffe2022:397416
A multivariate ARCH($\infty$) model with exogenous variables and dynamic conditional betas Julien Royer, Christian Francq, Jean-Michel Zakoian sciencesconf.org:qffe2022:398618

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