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Number of items: 3.

20 June 2011

Wintenberger, Olivier and Cai, Sixiang (2011): Parametric inference and forecasting in continuously invertible volatility models.

16 September 2012

Francq, Christian and Wintenberger, Olivier and Zakoian, Jean-Michel (2012): Garch models without positivity constraints: exponential or log garch?

7 January 2013

Wintenberger, Olivier (2013): Continuous invertibility and stable QML estimation of the EGARCH(1,1) model.

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