Olivier Wintenberger (LFA

Identifiers

• name variant Olivier Wintenberger (LFA 0.60 · backfill

Papers (3)

1. The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains math.PR · 2013 · author #2
2. Continuous invertibility and stable QML estimation of the EGARCH(1,1) model math.ST · 2012 · author #1
3. GARCH models without positivity constraints: Exponential or Log GARCH? math.ST · 2012 · author #3

Mentions

• 1304.0175 #2 · backfill · confidence 0.70 Olivier Wintenberger (LFA
• 1211.3292 #1 · backfill · confidence 0.70 Olivier Wintenberger (LFA
• 1211.2060 #3 · backfill · confidence 0.70 Olivier Wintenberger (LFA

Frequent Coauthors

• CEREMADE) 3 shared papers
• Christian Francq (LFA 1 shared papers
• EQUIPPE) 1 shared papers
• Jean-Michel Zako\"ian (LFA 1 shared papers
• Thomas Mikosch 1 shared papers