Benjamin POIGNARD


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The finite sample properties of sparse M-estimators with pseudo-observations

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Poignard Benjamin,Fermanian Jean-David

Annals of the Institute of Statistical Mathematics, 2022

High-dimensional penalized arch processes

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Poignard B,Fermanian JD

Econometric Reviews, 2020

Dynamic asset correlations based on vines

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Poignard B,Fermanian JD

Econometric Theory, 2019