Olivier Wintenberger

Finance · 2007–2018

A researcher in the Science corpus: 7 papers; trusts 41 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 51 citations into it; #1,928 of 10,518 by trust here, #3,438 by citations
• Economics and Econometrics — 30 citations into it; #9,888 of 23,481 by trust here, #14,051 by citations
• Statistics and Probability — 30 citations into it; #4,330 of 12,932 by trust here, #4,809 by citations
• Management Science and Operations Research — 8 citations into it; #3,038 of 11,946 by trust here, #8,062 by citations
• Mathematical Physics — 8 citations into it; #5,595 of 8,562 by trust here, #5,794 by citations
• Artificial Intelligence — 5 citations into it

Whom Olivier Wintenberger trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Christian Francq
3. Daniel B. Nelson
4. D. Straumann
5. Robert F. Engle
6. Michael W. Brandt
7. Andrew S. Harvey
8. Jean-Michel Zakoian
9. István Berkes
10. Liudas Giraitis

Who trusts Olivier Wintenberger overall

1. Christian Francq
2. Francisco Blasques
3. Jean-Michel Zakoian
4. Hiroki Masuda
5. Jean‐Marc Bardet
6. S. J. Koopman
7. V. Christou
8. Paolo Gorgi
9. Michael Mcaleer
10. Konstantinos Fokianos

Papers from Olivier Wintenberger's perspective

Ordered by how strongly the researchers Olivier Wintenberger trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Asymptotic theory for multivariate GARCH processes
5. Regular variation of GARCH processes
6. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
7. Mixing: Properties and Examples
8. LARCH, leverage and long memory
9. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
10. Stochastic Volatility: Selected Readings

Their papers

• WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY (2007) — 139 citations
• ASYMPTOTIC NORMALITY OF THE QUASI MAXIMUM LIKELIHOOD ESTIMATOR FOR MULTIDIMENSIONAL CAUSAL PROCESSES (2007) — 125 citations
• Multiple breaks detection in general causal time series using penalized quasi-likelihood (2012) — 52 citations
• Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (2012) — 87 citations
• GARCH models without positivity constraints: Exponential or log GARCH? (2012) — 76 citations
• Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (2018) — 61 citations
• Stable limits for sums of dependent infinite variance random variables (2009) — 78 citations