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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, Canada
http://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Antoine L. Noël & Amy Hongfei Sun, 2021. "Information Transparency of Firm Financing," Working Paper 1459, Economics Department, Queen's University.
  2. 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.
  3. 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

  1. 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

  1. 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:

    1. 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).
    2. 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.
  1. NEP-ECM: Econometrics (2) 2020-02-24 2020-12-07. Author is listed
  2. NEP-ORE: Operations Research (2) 2020-02-24 2020-12-07. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2021-05-31. Author is listed
  4. NEP-CTA: Contract Theory and Applications (1) 2021-05-31. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2020-02-24. Author is listed
  6. NEP-MIC: Microeconomics (1) 2021-05-31. Author is listed

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