Access Statistics for Olivier Wintenberger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 2 16
An Adaptive Recursive Volatility Prediction Method 0 15 15 15 2 15 15 15
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions 0 0 0 5 0 0 2 36
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model 0 0 2 36 0 0 8 63
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 14 1 1 7 31
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 0 0 10 20
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models * 0 0 1 4 0 0 5 16
Garch models without positivity constraints: exponential or log garch? 0 0 2 122 1 1 11 248
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 28 2 4 8 28
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 0 1 3 12
Total Working Papers 0 15 20 255 6 22 71 485


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model 0 0 2 10 0 0 4 27
GARCH models without positivity constraints: Exponential or log GARCH? 0 0 3 34 0 1 12 122
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 2 7 0 0 8 23
Heavy tails for an alternative stochastic perpetuity model 0 0 0 0 0 0 0 0
Prediction of time series by statistical learning: general losses and fast rates 0 0 1 7 0 0 8 57
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 0 1 1 1
Weakly dependent chains with infinite memory 0 0 0 4 0 1 6 20
Total Journal Articles 0 0 8 62 0 3 39 250


Statistics updated 2020-09-04