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	0	1	24
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	16	0	0	1	25
AdaVol: An Adaptive Recursive Volatility Prediction Method	0	0	0	2	0	0	2	8
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	0	0	3	79
Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models	0	0	1	15	0	0	2	40
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	1	2	24
Garch models without positivity constraints: exponential or log garch?	0	0	0	131	0	2	2	277
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	11	0	0	0	20
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	0	0	0	29	0	0	0	32
Total Working Papers	0	0	1	269	0	3	15	575

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	1	1	0	0	2	5
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model	0	0	0	0	0	0	0	1
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	0	0	1	13	0	1	2	37
Contrast estimation of time-varying infinite memory processes	0	0	0	1	0	0	1	5
GARCH models without positivity constraints: Exponential or log GARCH?	0	0	1	47	0	3	5	168
Goodness-of-fit tests for Log-GARCH and EGARCH models	1	1	1	13	1	2	4	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	1	1	2	2
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference	0	0	0	0	0	0	0	1
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	1	0	0	0	5
Prediction of time series by statistical learning: general losses and fast rates	0	0	0	11	0	0	1	69
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	2	3	28
Total Journal Articles	1	1	5	92	2	9	20	377

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Statistics updated 2024-12-04