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	3	3	3	28
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	2	2	3	4	12
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	2	3	8	33
An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions	0	0	0	6	0	1	1	45
Continuous invertibility and stable QML estimation of the EGARCH(1,1) model	0	0	0	39	9	10	16	95
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	15	2	4	7	48
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	0	2	6	6	8
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models	0	0	0	2	3	8	12	36
GARCH models without positivity constraints: Exponential or log GARCH?	0	0	0	0	1	1	1	1
Garch models without positivity constraints: exponential or log garch?	0	0	2	134	3	6	11	289
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	0	0	0	1	1	1	1
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	29	3	5	6	38
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	4	6	7	27
Total Working Papers	0	0	2	272	35	57	83	661

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	2	3	4	4	10	15
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model	0	0	1	1	2	3	5	7
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	0	13	3	5	8	45
Contrast estimation of time-varying infinite memory processes	0	0	0	1	4	5	6	12
GARCH models without positivity constraints: Exponential or log GARCH?	0	0	1	48	13	15	27	197
Goodness-of-fit tests for Log-GARCH and EGARCH models	0	0	2	15	4	6	8	56
Heavy tails for an alternative stochastic perpetuity model	0	0	0	0	0	1	3	4
Kalman recursions Aggregated Online	0	0	0	1	3	6	7	9
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference	0	0	0	0	3	3	5	7
Moments for self-normalized partial sums	0	0	0	0	0	0	0	0
Multivariate Sparse Clustering for Extremes	0	0	1	1	4	4	6	6
Online convex optimization for survival analysis: an adaptive and stochastic approach	0	0	0	0	4	8	10	10
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	1	2	5	7	12
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	11	6	7	9	78
Self-normalized partial sums of heavy-tailed time series	0	0	0	0	1	1	1	1
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	0	0	0	0	1	4	4	11
Viking: variational Bayesian variance tracking	0	0	0	0	6	8	10	10
Weakly dependent chains with infinite memory	0	1	1	5	2	9	9	37
Total Journal Articles	0	1	8	100	62	94	135	517

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Statistics updated 2026-02-12