• Pseudo-maximum likelihood and Lie groups of linear transformations, with C.  Gouriéroux and A. Monfort, 2017.
• Iterated Function Systems driven by non independent sequences: structure and inference, with B.M. Kandji and C. Francq, 2022.
• Testing hypotheses on the innovations in semi-parametric conditional volatility models, with C. Francq, 2022.
• Daily volatility forecasting using intraday returns and functional covariates, with O. Couperier and C. Francq.