• Noncausal AR processes driven by causal GARCH volatility, with D. Velasquez-Gaviria.
• Estimating dynamic systemic risk measures, with C. Francq and L. Cantin, 2022.
• Pseudo-maximum likelihood and Lie groups of linear transformations, with C.  Gouriéroux and A. Monfort, 2017
• Daily volatility forecasting using intraday returns and functional covariates, with O. Couperier and C. Francq.