Benjamin POIGNARD


Benjamin POIGNARD
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2021

  • The finite sample properties of sparse m-estimators with pseudo-observations

    Annals of the institute of statistical mathematics, vol. None, iss. None, p. -, 2021.
    By B. Poignard and J. D. Fermanian

    [DOI] [Bibtex]

    @ARTICLE{Poignard2021ThePseudo-Observations,
    author={Benjamin Poignard and Jean David Fermanian},
    title={The finite sample properties of sparse M-estimators with pseudo-observations},
    journal={Annals of the Institute of Statistical Mathematics},
    year={2021},
    volume={None},
    number={None},
    pages={-},
    doi={10.1007/s10463-021-00785-4},
    }

2020

  • High-dimensional penalized arch processes

    Econometric reviews, , 2020.
    By B. Poignard and J. -D. Fermanian

    [DOI] [Bibtex]

    @ARTICLE{Poignard2020,
    author={Poignard, B. and Fermanian, J.-D.},
    title={High-dimensional penalized arch processes},
    journal={Econometric Reviews},
    year={2020},
    doi={10.1080/07474938.2020.1761153},
    note={cited 
    By 0}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85084839880&doi=10.1080%2f07474938.2020.1761153&partnerID=40&md5=0ef7e42a56b5a299d088e34d0f219231}, document_type={Article}, source={Scopus}, }

2019

  • Dynamic asset correlations based on vines

    Econometric theory, vol. 35, iss. 1, pp. 167-197, 2019.
    By B. Poignard and J. -D. Fermanian

    [DOI] [Bibtex]

    @ARTICLE{Poignard2019167,
    author={Poignard, B. and Fermanian, J.-D.},
    title={Dynamic asset correlations based on vines},
    journal={Econometric Theory},
    year={2019},
    volume={35},
    number={1},
    pages={167-197},
    doi={10.1017/S026646661800004X},
    note={cited 
    By 2}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85045649269&doi=10.1017%2fS026646661800004X&partnerID=40&md5=369a73e08887ad00bd79709fce0dc33b}, document_type={Article}, source={Scopus}, }