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Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-driven Time-series Models
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Econometric Theory, 2022
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional loaction-scale models
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Bernoulli, 2022
Testing the existence of moments for GARCH processes
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Journal of Econometrics, 2022
Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial
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European psychiatry : the journal of the Association of European Psychiatrists, 2021
Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models
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Bernoulli, 2021
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
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Journal of Econometrics, 2020
MIXED CAUSAL-NONCAUSAL AR PROCESSES and the MODELLING of EXPLOSIVE BUBBLES
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Econometric Theory, 2019
Functional GARCH models: The quasi-likelihood approach and its applications
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Journal of Econometrics, 2019
Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
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Econometrica, 2019