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Olivier Wintenberger

This is information that was supplied by Olivier Wintenberger in registering through RePEc. If you are Olivier Wintenberger, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Olivier
Middle Name:
Last Name:Wintenberger
RePEc Short-ID:pwi297
[This author has chosen not to make the email address public]
Paris, France

175, rue du Chevaleret, 8ème étage, batiment A, 75013 PARIS
RePEc:edi:lstp6fr (more details at EDIRC)

: 01 41 17 60 81

15 Boulevard Gabriel Peri 92245 Malakoff Cedex
RePEc:edi:crestfr (more details at EDIRC)
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  1. Titus J. Galama & Hans van Kippersluis, 2015. "A Theory of Education and Health," Tinbergen Institute Discussion Papers 15-031/V, Tinbergen Institute.
  2. 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.
  3. Wintenberger, Olivier, 2013. "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper 46027, University Library of Munich, Germany.
  4. 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.
  5. Wintenberger, Olivier & Cai, Sixiang, 2011. "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper 31767, University Library of Munich, Germany.
  6. Paul Doukhan & Olivier Wintenberger, 2005. "An Invariance Principle for New Weakly Dependent Stationary Models using Sharp Moment Assumptions," Working Papers 2005-51, Centre de Recherche en Economie et Statistique.
  1. Alquier Pierre & Li Xiaoyin & Wintenberger Olivier, 2014. "Prediction of time series by statistical learning: general losses and fast rates," Dependence Modeling, De Gruyter Open, vol. 1, pages 65-93, January.
  2. 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.
  3. 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.
  4. Doukhan, Paul & Wintenberger, Olivier, 2008. "Weakly dependent chains with infinite memory," Stochastic Processes and their Applications, Elsevier, vol. 118(11), pages 1997-2013, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.
  1. NEP-ECM: Econometrics (4) 2011-07-02 2012-09-30 2013-04-13 2016-02-29. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2011-07-02 2012-09-30 2013-04-13 2016-02-29. Author is listed
  3. NEP-ORE: Operations Research (2) 2011-07-02 2013-04-13. Author is listed
  4. NEP-FOR: Forecasting (1) 2011-07-02. Author is listed
  5. NEP-HRM: Human Capital & Human Resource Management (1) 2015-04-25. Author is listed

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