Pelletier, Denis, 1974-
Pelletier, D.
VIAF ID: 106450108 ( Personal )
Permalink: http://viaf.org/viaf/106450108
Preferred Forms
- 100 1 _ ‡a Pelletier, D.
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Works
Title | Sources |
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Backtesting value-at-risk : a duration-based approach | |
Modèle de durée de type multi-états, multi-épisodes : les prestataires de l'aide de dernier recours. | |
A new approach to drawing states in state space models | |
Problems in time series and financial econometrics : linear methods for VARMA modelling, multivariate volatility analysis, causality and value-at-risk. | |
Short run and long run causality in time series : inference |