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Ortega, Juan-Pablo


 SSRN Author Rank: 40,692 by Downloads
 Senior Scientist
 

Centre National de la Recherche Scientifique (CNRS)


 3 rue Michel-Ange
 Paris, 75016
 France
 email address

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. Ortega, Juan-Pablo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
519
Total
Citations
0
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Construction, Management, and Performance of Sparse Markowitz Portfolios | Show Abstract | Download |
Studies in Nonlinear Dynamics and Econometrics, 18(4), 383-402, 2014
Accepted Paper Series
Henriques, Julie
Tea-Cegos Deployment
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
14 Oct 12
Last Revised:
18 Sep 14
96
(164,558)
 

2.  
Maximum Likelihood Estimation of State-Space Models | Show Abstract | Download |
Interstat, paper 1, January 2013
Accepted Paper Series
Chevassu, Florian
affiliation not provided to SSRN
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
14 Oct 12
Last Revised:
13 May 14
69
(201,578)
 

3.  
Quadratic Hedging Schemes for Non-Gaussian GARCH Models | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 32, 13-32, 2014
Accepted Paper Series
Badescu, Alex
University of Calgary
Elliott, Robert J.
University of Calgary - Haskayne School of Business
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
27 Sep 12
Last Revised:
13 May 14
59
(218,768)
 

4.  
Grigoryeva, Lyudmila
Université de Franche-Comté
Henriques, Julie
Tea-Cegos Deployment
Larger, Laurent
Université de Franche-Comté
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
06 Nov 13
Last Revised:
13 May 14
55
(226,385)
 

5.  
Grigoryeva, Lyudmila
Université de Franche-Comté
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
19 Sep 12
Last Revised:
02 Jun 14
53
(230,398)
 

6.  
Forecasting Growth During the Great Recession: Is Financial Volatility the Missing Ingredient? | Show Abstract | Download |
Economic Modelling, Vol. 36, 44-50, 2014, Banque de France Working Paper No. 454
Accepted Paper Series
Ferrara, Laurent
Banque de France
Marsilli, Clément
Banque de France
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
10 Nov 12
Last Revised:
13 May 14
48
(240,912)
 

7.  
Badescu, Alex
University of Calgary
Elliott, Robert J.
University of Calgary - Haskayne School of Business
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
02 Nov 13
31
(283,794)
 

8.  
Bauwens, Luc
Université catholique de Louvain
Grigoryeva, Lyudmila
Université de Franche-Comté
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
11 Mar 14
26
(300,627)
 

9.  
Multivariate GARCH Estimation via a Bregman-Proximal Trust-Region Method | Show Abstract | Download |
Computational Statistics and Data Analysis, Forthcoming
Accepted Paper Series
Chrétien, Stéphane
Université de Franche-Comté - Laboratoire de Mathematiques
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
14 Oct 12
Last Revised:
13 May 14
26
(300,627)
 

10.  
Badescu, Alex
University of Calgary
Elliott, Robert J.
University of Calgary - Haskayne School of Business
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
03 Nov 13
Last Revised:
06 Nov 13
24
(308,209)
 

11.  
del Castillo, Joan
affiliation not provided to SSRN
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
26 Sep 12
16
(341,462)
 

12.  
Asymptotic Forecasting Error Evaluation for Estimated Temporally Aggregated Linear Processes | Show Abstract | Download |
International Journal of Computational Economics and Econometrics, Forthcoming
Accepted Paper Series
Grigoryeva, Lyudmila
Université de Franche-Comté
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
15 May 14
Last Revised:
31 Jul 14
8
(375,721)
 

13.  
GARCH Options via Local Risk Minimization | Show Abstract | Download |
Quantitative Finance, 12(7), 1095-110, 2012
Accepted Paper Series
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
13 May 14
8
(375,721)
 


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