Access Statistics for Olivier Wintenberger

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”	0	0	0	18	0	1	2	25
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	2	0	0	1	8
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	0	0	1	25
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions	0	0	0	6	0	0	1	44
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model	0	0	0	39	2	2	4	81
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	15	0	1	2	41
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	0	0	0	1	2
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	2	0	0	2	24
Garch models without positivity constraints: exponential or log garch?	0	1	1	132	0	1	3	278
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	29	0	0	0	32
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	0	0	0	20
Total Working Papers	0	1	1	270	2	5	17	580

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	1	1	1	2	6
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model	0	0	0	0	1	2	2	3
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	1	13	2	2	4	39
Contrast estimation of time-varying infinite memory processes	0	0	0	1	0	1	1	6
GARCH models without positivity constraints: Exponential or log GARCH?	0	0	1	47	0	2	6	170
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	0	1	13	0	0	3	48
Heavy tails for an alternative stochastic perpetuity model	0	0	0	0	0	0	0	1
Kalman recursions Aggregated Online	0	0	1	1	0	0	2	2
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference	0	0	0	0	1	2	2	3
Multivariate Sparse Clustering for Extremes	0	0	0	0	0	0	0	0
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	11	0	0	0	69
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	1	0	0	0	5
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	0	0	0	0	0	0	0	7
Viking: variational Bayesian variance tracking	0	0	0	0	0	0	0	0
Weakly dependent chains with infinite memory	0	0	0	4	0	0	3	28
Total Journal Articles	0	0	4	92	5	10	25	387

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03