Antoine L. Noël
(Antoine L. Noel)
Personal Details
First Name: | Antoine |
Middle Name: | L. |
Last Name: | Noel |
Suffix: | |
RePEc Short-ID: | pno303 |
[This author has chosen not to make the email address public] | |
https://antoinenoel.ca | |
Terminal Degree: | 2023 Economics Department; Queen's University (from RePEc Genealogy) |
Affiliation
Economics Department
Queen's University
Kingston, Canadahttp://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Antoine L. Noël & Amy Hongfei Sun, 2021. "Information Transparency of Firm Financing," Working Paper 1459, Economics Department, Queen's University.
- Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers 2020-13, Department of Economics and Business Economics, Aarhus University.
- Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper 1425, Economics Department, Queen's University.
Articles
- Morten Ørregaard Nielsen & Antoine L. Noël, 2021. "To infinity and beyond: Efficient computation of ARCH(∞) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 338-354, May.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
-
Sorry, no citations of working papers recorded.
Articles
- Morten Ørregaard Nielsen & Antoine L. Noël, 2021.
"To infinity and beyond: Efficient computation of ARCH(∞) models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 42(3), pages 338-354, May.
Cited by:
- Li, Yuanbo & Chan, Chu Kin & Yau, Chun Yip & Ng, Wai Leong & Lam, Henry, 2024. "Burn-in selection in simulating stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
- Martin Magris & Alexandros Iosifidis, 2023. "Variational Inference for GARCH-family Models," Papers 2310.03435, arXiv.org.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (2) 2020-02-24 2020-12-07. Author is listed
- NEP-ORE: Operations Research (2) 2020-02-24 2020-12-07. Author is listed
- NEP-CFN: Corporate Finance (1) 2021-05-31. Author is listed
- NEP-CTA: Contract Theory and Applications (1) 2021-05-31. Author is listed
- NEP-ETS: Econometric Time Series (1) 2020-02-24. Author is listed
- NEP-MIC: Microeconomics (1) 2021-05-31. Author is listed
Corrections
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