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 1 3 17
AdaVol: An Adaptive Recursive Volatility Prediction Method 0 0 15 15 1 4 17 17
AdaVol: An Adaptive Recursive Volatility Prediction Method 1 1 4 4 1 1 5 5
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 1 36 2 2 9 65
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 14 1 2 7 32
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models 0 0 0 2 0 0 8 20
Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models * 0 0 1 4 0 0 3 16
Garch models without positivity constraints: exponential or log garch? 0 0 2 122 2 4 13 251
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 28 0 2 8 28
On the tail behavior of a class of multivariate conditionally heteroskedastic processes 0 0 0 11 0 3 5 15
Total Working Papers 1 1 23 259 7 19 80 502


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 1 1 3 11 1 2 5 29
GARCH models without positivity constraints: Exponential or log GARCH? 0 1 2 35 1 2 9 124
Goodness-of-fit tests for Log-GARCH and EGARCH models 0 0 2 7 1 2 6 25
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 0 0 1 1 1 1
Prediction of time series by statistical learning: general losses and fast rates 3 3 4 10 4 4 12 61
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains 0 0 0 0 1 2 3 3
Weakly dependent chains with infinite memory 0 0 0 4 0 0 5 20
Total Journal Articles 4 5 11 67 9 13 41 263


Statistics updated 2020-11-03