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Ortega, Juan-Pablo


 SSRN Author Rank: 36,955 by Downloads
 Senior Scientist
 

Centre National de la Recherche Scientifique (CNRS)


 3, rue Michel-Ange
 Paris cedex 16, 75794
 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
660
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 This Paper | Open PDF in Browser |
Studies in Nonlinear Dynamics and Econometrics, 18(4), 383-402, 2014
Number of Pages in PDF File: 26
Henriques, Julie
Tea-Cegos Deployment
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
14 Oct 12
Last Revised:
18 Sep 14
120
(150,460)
 

2.  
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
77
(202,941)
 

3.  
Maximum Likelihood Estimation of State-Space Models | Show Abstract | Download This Paper | Open PDF in Browser |
Interstat, paper 1, January 2013
Number of Pages in PDF File: 14
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
76
(204,549)
 

4.  
Quadratic Hedging Schemes for Non-Gaussian GARCH Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Vol. 32, 13-32, 2014
Number of Pages in PDF File: 26
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
65
(223,214)
 

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
62
(228,889)
 

6.  
Forecasting Growth During the Great Recession: Is Financial Volatility the Missing Ingredient? | Show Abstract | Download This Paper | Open PDF in Browser |
Economic Modelling, Vol. 36, 44-50, 2014, Banque de France Working Paper No. 454
Number of Pages in PDF File: 11
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
55
(242,884)
 

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
Last Revised:
02 Mar 15
49
(256,042)
 

8.  
Estimation and Empirical Performance of Non-Scalar Dynamic Conditional Correlation Models | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Computational Statistics and Data Analysis
Number of Pages in PDF File: 68
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
Last Revised:
21 Feb 15
46
(262,993)
 

9.  
Multivariate GARCH Estimation via a Bregman-Proximal Trust-Region Method | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistics and Data Analysis, Forthcoming
Number of Pages in PDF File: 37
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
31
(304,331)
 

10.  
Grigoryeva, Lyudmila
Université de Franche-Comté
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Peresetsky, Anatoly
National Research University Higher School of Economics
Posted:
14 May 15
27
(318,395)
 

11.  
del Castillo, Joan
affiliation not provided to SSRN
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
26 Sep 12
21
(343,167)
 

12.  
Asymptotic Forecasting Error Evaluation for Estimated Temporally Aggregated Linear Processes | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Computational Economics and Econometrics, Forthcoming
Number of Pages in PDF File: 25
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
19
(352,072)
 

13.  
GARCH Options via Local Risk Minimization | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, 12(7), 1095-110, 2012
Number of Pages in PDF File: 25
Ortega, Juan-Pablo
Centre National de la Recherche Scientifique (CNRS)
Posted:
13 May 14
12
(383,560)
 


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