Rapports de recherche, comptes rendus, lettres à l'éditeur, working papers (89)
  1. 43. Barigozzi, M., & Hallin, M. (2015). Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (ECARES Working Papers No ECARES 2015-34).
  2. 44. Birr, S., Volgushev, S., Kley, T., Dette, H., & Hallin, M. (2015). Quantile Spectral Analysis for Locally Stationary Time Series. (ECARES Working Papers No ECARES 2015-27).
  3. 45. Forni, M., Hallin, M., Lippi, M., & Zaffaroni, P. (2015). Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis. (ECARES Working Papers No ECARES 2015-23).
  4. 46. Barigozzi, M., & Hallin, M. (2015). Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (ECARES Working Papers No ECARES 2015-22).
  5. 47. Chernozhukov, V., Galichon, A., Hallin, M., & Henry, M. (2015). Monge-Kantorovich Depth, Quantiles, Ranks and Signs. (ECARES Working Papers No ECARES 2015-02).
  6. 48. Cassart, D., Hallin, M., & Paindaveine, D. (2014). Optimal Rank Tests for Symmetry against Edgeworth-Type Alternatives. (ECARES Working Papers No ECARES 2014-48).
  7. 49. Barigozzi, M., & Hallin, M. (2014). Generalized Dynamic Factor Models and Volatilities. Recovering the Market Volatility Shocks. (ECARES Working Papers No ECARES 2014-52).
  8. 50. Hallin, M., & La Vecchia, D. (2014). Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models. (ECARES Working Papers No ECARES 2014-45).
  9. 51. Skowronek, S., Volgushev, S., Kley, T., Dette, H., & Hallin, M. (2014). Quantile Spectral Analysis for Locally Stationary Time Series. (ECARES Working Papers No ecares 2014-24).
  10. 52. Kley, T., Volgushev, S., Dette, H., & Hallin, M. (2014). Quantile Spectral Processes: Asymptotic Analysis and Inference. (ECARES Working Papers No ECARES 2014-07).
  11. 53. Hallin, M., van den Akker, R., & Werker, B. (2013). On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result. (ECARES Working Papers No ECARES 2013-34).
  12. 54. Hallin, M., & Mehta, C. (2013). R-Estimation for Asymmetric Independent Component Analysis. (ECARES Working Papers No 2013-19).
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