Follow
Julien Royer
Julien Royer
Center for Research in Economics and Statistics (CREST)
Verified email at ensae.fr - Homepage
Title
Cited by
Cited by
Year
Conditional asymmetry in Power ARCH (∞) models
J Royer
Journal of Econometrics 234 (1), 178-204, 2023
82023
Empirical Asset Pricing with Score-Driven Conditional Betas
T Giroux, J Royer, OD Zerbib
Journal of Financial Econometrics, nbae007, 2024
2024
Improving the robustness of Markov-switching dynamic factor models with time-varying volatility
R Aumond, J Royer
Center for Research in Economics and Statistics Working Papers, 2024
2024
Infinite ARCH processes, dynamic betas, and financial applications
J Royer
Institut Polytechnique de Paris, 2022
2022
The system can't perform the operation now. Try again later.
Articles 1–4