Guillaume Chevillon

From MaRDI portal
Person:1657331

Available identifiers

zbMath Open chevillon.guillaumeMaRDI QIDQ1657331

List of research outcomes





PublicationDate of PublicationType
We modeled long memory with just one lag!2023-08-18Paper
Probabilistic forecasting of bubbles and flash crashes2022-06-22Paper
Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming2022-06-07Paper
ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS2020-03-03Paper
Learning can generate long memory2020-02-11Paper
Perpetual learning and apparent long memory2018-08-13Paper
Generating univariate fractional integration within a large VAR(1)2018-04-18Paper

Research outcomes over time

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