Browsen in EconStor gesamt nach Autor:innen Wintenberger, Olivier
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Erscheinungsjahr | Titel | Autor:innen |
2015 | A Note on "Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model" | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
2016 | Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models | Blasques, Francisco; Gorgi, Paolo; Koopman, Siem Jan; Wintenberger, Olivier |
2022 | Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model | Mentemeier, Sebastian; Wintenberger, Olivier |