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	1	23
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	1	1	3	24
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions	0	0	0	5	0	0	3	42
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model	0	0	1	38	0	1	2	74
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	14	1	1	2	37
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	2	0	0	0	22
Garch models without positivity constraints: exponential or log garch?	0	1	1	130	0	3	3	273
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	1	29	0	0	1	31
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	0	0	0	19
Total Working Papers	0	1	3	263	2	7	15	545

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
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	0	12	0	0	0	35
GARCH models without positivity constraints: Exponential or log GARCH?	0	1	4	46	0	2	10	163
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	0	2	11	0	0	4	42
Heavy tails for an alternative stochastic perpetuity model	0	0	0	0	0	0	0	1
Prediction of time series by statistical learning: general losses and fast rates	0	0	1	11	0	0	1	67
Prediction of time series by statistical learning: general losses and fast rates	0	1	1	1	0	1	2	5
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	0	0	0	0	0	0	1	7
Weakly dependent chains with infinite memory	0	0	0	4	0	1	3	24
Total Journal Articles	0	2	8	85	0	4	21	344

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Statistics updated 2023-06-05