Olivier Wintenberger
Personal Details
First Name: | Olivier |
Middle Name: | |
Last Name: | Wintenberger |
Suffix: | |
RePEc Short-ID: | pwi297 |
[This author has chosen not to make the email address public] | |
http://wintenberger.fr | |
Terminal Degree: | 2007 (from RePEc Genealogy) |
Affiliation
Laboratoire de Statistique Théorique et Appliquée
Université Pierre et Marie Curie (Paris 6-Jussieu)
Paris, Francehttp://www.lsta.upmc.fr/
RePEc:edi:lstp6fr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Nicklas Werge & Olivier Wintenberger, 2020.
"AdaVol: An Adaptive Recursive Volatility Prediction Method,"
Papers
2006.02077, arXiv.org, revised Jan 2021.
- Werge, Nicklas & Wintenberger, Olivier, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Econometrics and Statistics, Elsevier, vol. 23(C), pages 19-35.
- Nicklas Werge & Olivier Wintenberger, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Post-Print hal-02733439, HAL.
- Rasmus Pedersen & Olivier Wintenberger, 2017.
"On the tail behavior of a class of multivariate conditionally heteroskedastic processes,"
Papers
1701.05091, arXiv.org, revised Dec 2017.
- Rasmus Søndergaard Pedersen & Olivier Wintenberger, 2017. "On the tail behavior of a class of multivariate conditionally heteroskedastic processes," Post-Print hal-01436267, HAL.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
- F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Papers
1610.02863, arXiv.org.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Post-Print hal-01377971, HAL.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015. "A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”," Tinbergen Institute Discussion Papers 15-131/III, Tinbergen Institute.
- Wintenberger, Olivier, 2013.
"Continuous invertibility and stable QML estimation of the EGARCH(1,1) model,"
MPRA Paper
46027, University Library of Munich, Germany.
- Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
- Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012.
"Garch models without positivity constraints: exponential or log garch?,"
MPRA Paper
41373, University Library of Munich, Germany.
- Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013. "GARCH models without positivity constraints: Exponential or log GARCH?," Journal of Econometrics, Elsevier, vol. 177(1), pages 34-46.
- Paul Doukhan & Olivier Wintenberger, 2005.
"An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions,"
Working Papers
2005-51, Center for Research in Economics and Statistics.
repec:hal:wpaper:hal-01377971 is not listed on IDEAS
Articles
- Camila Fernandez & Pierre Gaillard & Joseph de Vilmarest & Olivier Wintenberger, 2025. "Online convex optimization for survival analysis: an adaptive and stochastic approach," Statistical Papers, Springer, vol. 66(4), pages 1-44, June.
- Eric Adjakossa & Yannig Goude & Olivier Wintenberger, 2024. "Kalman recursions Aggregated Online," Statistical Papers, Springer, vol. 65(2), pages 909-944, April.
- Nicolas Meyer & Olivier Wintenberger, 2024. "Multivariate Sparse Clustering for Extremes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(547), pages 1911-1922, July.
- Joseph de Vilmarest & Olivier Wintenberger, 2024. "Viking: variational Bayesian variance tracking," Statistical Inference for Stochastic Processes, Springer, vol. 27(3), pages 839-860, October.
- Buriticá, Gloria & Mikosch, Thomas & Wintenberger, Olivier, 2023. "Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference," Stochastic Processes and their Applications, Elsevier, vol. 161(C), pages 68-101.
- Sebastian Mentemeier & Olivier Wintenberger, 2022. "Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 750-780, September.
- Bardet, Jean-Marc & Doukhan, Paul & Wintenberger, Olivier, 2022. "Contrast estimation of time-varying infinite memory processes," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 32-85.
- Werge, Nicklas & Wintenberger, Olivier, 2022.
"AdaVol: An Adaptive Recursive Volatility Prediction Method,"
Econometrics and Statistics, Elsevier, vol. 23(C), pages 19-35.
- Nicklas Werge & Olivier Wintenberger, 2020. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Papers 2006.02077, arXiv.org, revised Jan 2021.
- Nicklas Werge & Olivier Wintenberger, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Post-Print hal-02733439, HAL.
- Mikosch, Thomas & Rezapour, Mohsen & Wintenberger, Olivier, 2019. "Heavy tails for an alternative stochastic perpetuity model," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4638-4662.
- Kulik, Rafał & Soulier, Philippe & Wintenberger, Olivier, 2019. "The tail empirical process of regularly varying functions of geometrically ergodic Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4209-4238.
- Christian Francq & Olivier Wintenberger & Jean-Michel Zakoïan, 2018. "Goodness-of-fit tests for Log-GARCH and EGARCH models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 27-51, March.
- Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013.
"GARCH models without positivity constraints: Exponential or log GARCH?,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 34-46.
- Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012. "Garch models without positivity constraints: exponential or log garch?," MPRA Paper 41373, University Library of Munich, Germany.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2013.
"Prediction of time series by statistical learning: general losses and fast rates,"
Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2014. "Prediction of time series by statistical learning: general losses and fast rates," Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
- Olivier Wintenberger, 2013.
"Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
- Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
- Doukhan, Paul & Wintenberger, Olivier, 2008. "Weakly dependent chains with infinite memory," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1997-2013, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Nicklas Werge & Olivier Wintenberger, 2020.
"AdaVol: An Adaptive Recursive Volatility Prediction Method,"
Papers
2006.02077, arXiv.org, revised Jan 2021.
- Werge, Nicklas & Wintenberger, Olivier, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Econometrics and Statistics, Elsevier, vol. 23(C), pages 19-35.
- Nicklas Werge & Olivier Wintenberger, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Post-Print hal-02733439, HAL.
Cited by:
- Simon Hirsch & Jonathan Berrisch & Florian Ziel, 2024. "Online Distributional Regression," Papers 2407.08750, arXiv.org, revised Aug 2024.
- Joseph de Vilmarest & Nicklas Werge, 2023. "An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition," Papers 2303.01855, arXiv.org, revised Jun 2024.
- Rasmus Pedersen & Olivier Wintenberger, 2017.
"On the tail behavior of a class of multivariate conditionally heteroskedastic processes,"
Papers
1701.05091, arXiv.org, revised Dec 2017.
- Rasmus Søndergaard Pedersen & Olivier Wintenberger, 2017. "On the tail behavior of a class of multivariate conditionally heteroskedastic processes," Post-Print hal-01436267, HAL.
Cited by:
- Andreas Hetland, 2018. "The Stochastic Stationary Root Model," Econometrics, MDPI, vol. 6(3), pages 1-33, August.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016.
"Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models,"
Tinbergen Institute Discussion Papers
16-082/III, Tinbergen Institute.
Cited by:
- Harvey, A. & Palumbo, D., 2019.
"Score-Driven Models for Realized Volatility,"
Cambridge Working Papers in Economics
1950, Faculty of Economics, University of Cambridge.
- Harvey, Andrew & Palumbo, Dario, 2023. "Score-driven models for realized volatility," Journal of Econometrics, Elsevier, vol. 237(2).
- Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019. "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics 28133, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Luisa Bisaglia & Matteo Grigoletto, 2018. "A new time-varying model for forecasting long-memory series," Papers 1812.07295, arXiv.org.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017.
"Asymptotics of Cholesky GARCH models and time-varying conditional betas,"
Post-Print
hal-04590471, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
- Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
- Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
- Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
- Aknouche, Abdelhakim & Francq, Christian, 2023.
"Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Aknouche, Abdelhakim & Francq, Christian, 2019. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper 97382, University Library of Munich, Germany.
- Blasques, F. & Gorgi, P. & Koopman, S.J., 2021.
"Missing observations in observation-driven time series models,"
Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
- Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018. "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers 18-013/III, Tinbergen Institute.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020. "Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones," UC3M Working papers. Economics 31339, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Hafner, Christian & Kyriakopoulou, Dimitra, 2020.
"Exponential-Type GARCH Models With Linear-in-Variance Risk Premium,"
LIDAM Reprints ISBA
2020029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christian M. Hafner & Dimitra Kyriakopoulou, 2021. "Exponential-Type GARCH Models With Linear-in-Variance Risk Premium," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 589-603, March.
- HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019. "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE 2019013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018. "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics 27483, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Gorgi, P. & Koopman, S.J., 2023.
"Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Paolo Gorgi & Siem Jan Koopman, 2020. "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers 20-004/III, Tinbergen Institute.
- Babii, Andrii & Chen, Xi & Ghysels, Eric, 2019. "Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty," Journal of Econometrics, Elsevier, vol. 212(1), pages 47-77.
- Harvey, A. & Hurn, S. & Thiele, S., 2019. "Modeling directional (circular) time series," Cambridge Working Papers in Economics 1971, Faculty of Economics, University of Cambridge.
- Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019. "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics 28638, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Harvey, A. & Palumbo, D., 2019.
"Score-Driven Models for Realized Volatility,"
Cambridge Working Papers in Economics
1950, Faculty of Economics, University of Cambridge.
- F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Papers
1610.02863, arXiv.org.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Post-Print hal-01377971, HAL.
Cited by:
- Vladimír Holý & Jan Zouhar, 2022. "Modelling time‐varying rankings with autoregressive and score‐driven dynamics," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1427-1450, November.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017.
"Asymptotics of Cholesky GARCH models and time-varying conditional betas,"
Post-Print
hal-04590471, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
- Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
- Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
- Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
- F. Blasques & Christian Francq & Sébastien Laurent, 2024.
"Autoregressive conditional betas,"
Post-Print
hal-04676069, HAL.
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024. "Autoregressive conditional betas," Journal of Econometrics, Elsevier, vol. 238(2).
- Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023. "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers 23-065/III, Tinbergen Institute, revised 01 Mar 2024.
- Blasques, F. & Gorgi, P. & Koopman, S.J., 2021.
"Missing observations in observation-driven time series models,"
Journal of Econometrics, Elsevier, vol. 221(2), pages 542-568.
- Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018. "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers 18-013/III, Tinbergen Institute.
- Hafner, Christian & Kyriakopoulou, Dimitra, 2020.
"Exponential-Type GARCH Models With Linear-in-Variance Risk Premium,"
LIDAM Reprints ISBA
2020029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Christian M. Hafner & Dimitra Kyriakopoulou, 2021. "Exponential-Type GARCH Models With Linear-in-Variance Risk Premium," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 589-603, March.
- HAFNER Christian, & KYRIAKOPOULOU Dimitra,, 2019. "Exponential-type GARCH models with linear-in-variance risk premium," LIDAM Discussion Papers CORE 2019013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2015.
"A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”,"
Tinbergen Institute Discussion Papers
15-131/III, Tinbergen Institute.
Cited by:
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Post-Print
hal-01377971, HAL.
- F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Papers 1610.02863, arXiv.org.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Post-Print
hal-01377971, HAL.
- Wintenberger, Olivier, 2013.
"Continuous invertibility and stable QML estimation of the EGARCH(1,1) model,"
MPRA Paper
46027, University Library of Munich, Germany.
- Olivier Wintenberger, 2013. "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
Cited by:
- Guillaume Gaetan Martinet & Michael McAleer, 2015.
"On the Invertibility of EGARCH(p,q),"
Tinbergen Institute Discussion Papers
15-022/III, Tinbergen Institute.
- Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE 2015-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers 14-096/III, Tinbergen Institute.
- Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Martinet, G.G. & McAleer, M.J., 2015. "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers EI 2015-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Working Papers in Economics 14/21, University of Canterbury, Department of Economics and Finance.
- Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
- Martinet, G.G. & McAleer, M.J., 2014. "On the Invertibility of EGARCH," Econometric Institute Research Papers EI2014-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Enzo D'Innocenzo & André Lucas & Anne Opschoor & Xingmin Zhang, 2024. "Heterogeneity and dynamics in network models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 150-173, January.
- Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013.
"Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown,"
MPRA Paper
49344, University Library of Munich, Germany.
- Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
- Francisco Blasques & Siem Jan Koopman & André Lucas, 2014. "Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties," Tinbergen Institute Discussion Papers 14-074/III, Tinbergen Institute.
- Francq, Christian & Sucarrat, Genaro, 2017.
"An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns,"
Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 16-32.
- Francq, Christian & Sucarrat, Genaro, 2015. "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper 67140, University Library of Munich, Germany.
- Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2018.
"Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models,"
Post-Print
hal-01377971, HAL.
- F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Papers 1610.02863, arXiv.org.
- Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2014.
"Maximum Likelihood Estimation for Score-Driven Models,"
Tinbergen Institute Discussion Papers
14-029/III, Tinbergen Institute, revised 23 Oct 2017.
- Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022. "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, vol. 227(2), pages 325-346.
- Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022. "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal," Tinbergen Institute Discussion Papers 22-007/IV, Tinbergen Institute.
- Michael McAleer & Christian M. Hafner, 2014.
"A One Line Derivation of EGARCH,"
Tinbergen Institute Discussion Papers
14-069/III, Tinbergen Institute.
- Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Working Papers in Economics 14/16, University of Canterbury, Department of Economics and Finance.
- Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE 2014-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, vol. 2(2), pages 1-6, June.
- McAleer, M.J. & Hafner, C.M., 2014. "A One Line Derivation of EGARCH," Econometric Institute Research Papers EI2014-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017.
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MPRA Paper
49344, University Library of Munich, Germany.
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"An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation,"
MPRA Paper
51783, University Library of Munich, Germany.
- Christian Francq & Genaro Sucarrat, 2018. "An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 129-154.
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Documents de travail du Centre d'Economie de la Sorbonne
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"Exponential-Type GARCH Models With Linear-in-Variance Risk Premium,"
LIDAM Reprints ISBA
2020029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Articles
- Werge, Nicklas & Wintenberger, Olivier, 2022.
"AdaVol: An Adaptive Recursive Volatility Prediction Method,"
Econometrics and Statistics, Elsevier, vol. 23(C), pages 19-35.
See citations under working paper version above.
- Nicklas Werge & Olivier Wintenberger, 2020. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Papers 2006.02077, arXiv.org, revised Jan 2021.
- Nicklas Werge & Olivier Wintenberger, 2022. "AdaVol: An Adaptive Recursive Volatility Prediction Method," Post-Print hal-02733439, HAL.
- Kulik, Rafał & Soulier, Philippe & Wintenberger, Olivier, 2019.
"The tail empirical process of regularly varying functions of geometrically ergodic Markov chains,"
Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4209-4238.
Cited by:
- Bücher, Axel & Jennessen, Tobias, 2022. "Statistical analysis for stationary time series at extreme levels: New estimators for the limiting cluster size distribution," Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 75-106.
- Rasmus Pedersen & Olivier Wintenberger, 2017.
"On the tail behavior of a class of multivariate conditionally heteroskedastic processes,"
Papers
1701.05091, arXiv.org, revised Dec 2017.
- Rasmus Søndergaard Pedersen & Olivier Wintenberger, 2017. "On the tail behavior of a class of multivariate conditionally heteroskedastic processes," Post-Print hal-01436267, HAL.
- Drees, Holger & Janßen, Anja & Neblung, Sebastian, 2021. "Cluster based inference for extremes of time series," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 1-33.
- Christian Francq & Olivier Wintenberger & Jean-Michel Zakoïan, 2018.
"Goodness-of-fit tests for Log-GARCH and EGARCH models,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 27-51, March.
Cited by:
- S. G. Meintanis & M. Hušková & M. D. Jiménez-Gamero, 2018. "Editorial," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 1-2, March.
- Pourkhanali, Armin & Tafakori, Laleh & Bee, Marco, 2023. "Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Yacouba Boubacar Maïnassara & Othman Kadmiri & Bruno Saussereau, 2022. "Portmanteau test for the asymmetric power GARCH model when the power is unknown," Statistical Papers, Springer, vol. 63(3), pages 755-793, June.
- Christian M. Dahl & Emma M. Iglesias, 2021.
"Asymptotic normality of the MLE in the level-effect ARCH model,"
Statistical Papers, Springer, vol. 62(1), pages 117-135, February.
- Christian M. Dahl & Emma M. Iglesias, 2010. "Asymptotic normality of the QMLE in the level-effect ARCH model," CREATES Research Papers 2010-48, Department of Economics and Business Economics, Aarhus University.
- Rewat Khanthaporn, 2022. "Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields," PIER Discussion Papers 183, Puey Ungphakorn Institute for Economic Research.
- M. Dolores Jiménez-Gamero & Sangyeol Lee & Simos G. Meintanis, 2020. "Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 682-703, September.
- Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel, 2013.
"GARCH models without positivity constraints: Exponential or log GARCH?,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 34-46.
See citations under working paper version above.
- Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012. "Garch models without positivity constraints: exponential or log garch?," MPRA Paper 41373, University Library of Munich, Germany.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2013.
"Prediction of time series by statistical learning: general losses and fast rates,"
Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2014. "Prediction of time series by statistical learning: general losses and fast rates," Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
Cited by:
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019.
"How is Machine Learning Useful for Macroeconomic Forecasting?,"
CIRANO Working Papers
2019s-22, CIRANO.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
- Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
- Fan, Xiequan & Alquier, Pierre & Doukhan, Paul, 2022. "Deviation inequalities for stochastic approximation by averaging," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 452-485.
- Alquier Pierre & Doukhan Paul & Fan Xiequan, 2019. "Exponential inequalities for nonstationary Markov chains," Dependence Modeling, De Gruyter, vol. 7(1), pages 150-168, January.
- Chopin, Nicolas & Gadat, Sébastien & Guedj, Benjamin & Guyader, Arnaud & Vernet, Elodie, 2015. "On some recent advances in high dimensional Bayesian Statistics," TSE Working Papers 15-557, Toulouse School of Economics (TSE).
- Olivier Wintenberger, 2013.
"Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 846-867, December.
See citations under working paper version above.
- Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
- Doukhan, Paul & Wintenberger, Olivier, 2008.
"Weakly dependent chains with infinite memory,"
Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1997-2013, November.
Cited by:
- Kengne, William, 2021. "Strongly consistent model selection for general causal time series," Statistics & Probability Letters, Elsevier, vol. 171(C).
- Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag, 2013. "Correction to “On weak dependence conditions for Poisson autoregressions” [Statist. Probab. Lett. 82 (2012) 942–948]," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1926-1927.
- Boussama, Farid & Fuchs, Florian & Stelzer, Robert, 2011. "Stationarity and geometric ergodicity of BEKK multivariate GARCH models," Stochastic Processes and their Applications, Elsevier, vol. 121(10), pages 2331-2360, October.
- Weiß, Christian H. & Zhu, Fukang, 2024. "Conditional-mean multiplicative operator models for count time series," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
- Paul Doukhan, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 447-450, September.
- William Kengne & Isidore S. Ngongo, 2022. "Inference for nonstationary time series of counts with application to change-point problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(4), pages 801-835, August.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2013.
"Prediction of time series by statistical learning: general losses and fast rates,"
Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
- Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2014. "Prediction of time series by statistical learning: general losses and fast rates," Dependence Modeling, De Gruyter, vol. 1(2013), pages 65-93, January.
- Aknouche, Abdelhakim & Bendjeddou, Sara, 2016. "Negative binomial quasi-likelihood inference for general integer-valued time series models," MPRA Paper 76574, University Library of Munich, Germany, revised 03 Feb 2017.
- Seok Young Hong & Oliver Linton, 2016.
"Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in?finite order,"
CeMMAP working papers
CWP53/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Seok Young Hong & Oliver Linton, 2016. "Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in finite order," CeMMAP working papers 53/16, Institute for Fiscal Studies.
- Wu, Wei Biao & Huang, Yinxiao & Huang, Yibi, 2010. "Kernel estimation for time series: An asymptotic theory," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2412-2431, December.
- Bardet, Jean-Marc & Doukhan, Paul & Wintenberger, Olivier, 2022. "Contrast estimation of time-varying infinite memory processes," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 32-85.
- Dag Tjøstheim, 2012. "Rejoinder on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 469-476, September.
- Hong, Seok Young & Linton, Oliver, 2020.
"Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff,"
Journal of Econometrics, Elsevier, vol. 219(2), pages 389-424.
- Hong, S-Y. & Linton, O., 2018. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Cambridge Working Papers in Economics 1877, Faculty of Economics, University of Cambridge.
- Demian Pouzo, 2024. "Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations," Papers 2402.11394, arXiv.org, revised Apr 2024.
- Mengya Liu & Qi Li & Fukang Zhu, 2020. "Self-excited hysteretic negative binomial autoregression," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(3), pages 385-415, September.
- Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer, 2018. "On periodic ergodicity of a general periodic mixed Poisson autoregression," Statistics & Probability Letters, Elsevier, vol. 134(C), pages 15-21.
- Doukhan, Paul & Fokianos, Konstantinos & Tjøstheim, Dag, 2012. "On weak dependence conditions for Poisson autoregressions," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 942-948.
- Aknouche, Abdelhakim & Demmouche, Nacer, 2019. "Ergodicity conditions for a double mixed Poisson autoregression," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 6-11.
- Doukhan, Paul & Fokianos, Konstantinos & Li, Xiaoyin, 2012. "On weak dependence conditions: The case of discrete valued processes," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1941-1948.
- Cui, Yunwei & Zheng, Qi, 2017. "Conditional maximum likelihood estimation for a class of observation-driven time series models for count data," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 193-201.
- Huaping Chen & Qi Li & Fukang Zhu, 2023. "A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(7), pages 805-826, October.
- Moysiadis, Theodoros & Fokianos, Konstantinos, 2014. "On binary and categorical time series models with feedback," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 209-228.
- Aknouche, Abdelhakim & Demouche, Nacer, 2018. "Ergodicity conditions for a double mixed Poisson autoregression," MPRA Paper 88843, University Library of Munich, Germany.
- José G. Gómez-García & Jalal Fadili & Christophe Chesneau, 2024. "Learning CHARME models with neural networks," Statistical Papers, Springer, vol. 65(3), pages 1337-1374, May.
- Ben Célestin Kouassi & Ouagnina Hili & Edoh Katchekpele, 2025. "On change point detection in regression function using nonparametric autoregressive processes," Indian Journal of Pure and Applied Mathematics, Springer, vol. 56(1), pages 191-209, March.
- Pierre Alquier & Olivier Wintenberg, 2010. "Model Selection for Weakly Dependent Time Series Forecasting," Working Papers 2010-39, Center for Research in Economics and Statistics.
- Mengya Liu & Fukang Zhu & Ke Zhu, 2022. "Modeling normalcy‐dominant ordinal time series: An application to air quality level," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 460-478, May.
- Aknouche, Abdelhakim & Francq, Christian, 2020.
"Stationarity and ergodicity of Markov switching positive conditional mean models,"
MPRA Paper
102503, University Library of Munich, Germany.
- Abdelhakim Aknouche & Christian Francq, 2022. "Stationarity and ergodicity of Markov switching positive conditional mean models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 436-459, May.
- Kare Kamila, 2023. "Data-driven model selection for same-realization predictions in autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 567-592, August.
- Vasiliki Christou & Konstantinos Fokianos, 2014. "Quasi-Likelihood Inference For Negative Binomial Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 55-78, January.
- Agosto, Arianna & Cavaliere, Giuseppe & Kristensen, Dennis & Rahbek, Anders, 2016.
"Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX),"
Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 640-663.
- Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek, 2015. "Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)," CREATES Research Papers 2015-11, Department of Economics and Business Economics, Aarhus University.
- Mawuli Segnon, 2022. "Strict stationarity of Poisson integer-valued ARCH processes of order infinity," CQE Working Papers 10222, Center for Quantitative Economics (CQE), University of Muenster.
- Bardet, Jean-Marc & Kengne, William, 2014. "Monitoring procedure for parameter change in causal time series," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 204-221.
- Truquet, Lionel, 2023. "Strong mixing properties of discrete-valued time series with exogenous covariates," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 294-317.
- Mamadou Lamine Diop & William Kengne, 2023. "A general procedure for change-point detection in multivariate time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 1-33, March.
- Huiyu Mao & Fukang Zhu & Yan Cui, 2020. "A generalized mixture integer-valued GARCH model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(3), pages 527-552, September.
- Paul Doukhan & Silika Prohl & Christian Robert, 2011. "Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 447-479, November.
- Joseph Ngatchou-Wandji & Marwa Ltaifa, 2024. "A Cramér–von Mises test for a class of mean time dependent CHARN models with application to change-point detection," Statistical Inference for Stochastic Processes, Springer, vol. 27(1), pages 25-61, April.
- Fokianos, Konstantinos & Moysiadis, Theodoros, 2017. "Binary time series models driven by a latent process," Econometrics and Statistics, Elsevier, vol. 2(C), pages 117-130.
- Paul Doukhan & Silika Prohl & Christian Robert, 2011. "Rejoinder on: Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 499-502, November.
- Aknouche, Abdelhakim & Bentarzi, Wissam & Demouche, Nacer, 2017. "On periodic ergodicity of a general periodic mixed Poisson autoregression," MPRA Paper 79650, University Library of Munich, Germany.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (6) 2012-09-30 2013-04-13 2016-02-29 2016-10-09 2017-01-22 2020-06-29. Author is listed
- NEP-ETS: Econometric Time Series (6) 2012-09-30 2013-04-13 2016-02-29 2017-01-22 2018-02-12 2020-06-29. Author is listed
- NEP-DEM: Demographic Economics (1) 2022-07-18
- NEP-ORE: Operations Research (1) 2013-04-13
- NEP-RMG: Risk Management (1) 2022-07-18
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