Access Statistics for François-Éric Racicot

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited 2 9 24 145 5 17 54 387
Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes 0 2 11 120 2 6 46 332
De l'évaluation du risque de crédit 12 32 155 717 34 120 640 2,488
Estimation et tests en présence d'erreurs de mesure sur les variables explicatives: vérification empirique par la méthode de simulation Monte Carlo 1 1 10 15 4 7 36 46
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models 4 7 38 191 10 19 96 436
L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options 0 2 10 165 0 3 58 464
La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC) 5 11 39 365 12 31 162 1,019
Les modèles HJM et LMM revisités 1 6 27 282 10 19 63 531
Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns 1 5 17 35 4 13 47 75
Programmes de volatilité stochastique et de volatilité implicite: applications Visual Basic (Excel) et Matlab 4 10 62 341 15 43 196 811
Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices 5 16 87 569 22 55 262 1,361
Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes 3 8 68 324 16 42 257 976
Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives 1 3 10 38 2 13 47 134
Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors 0 2 4 74 1 5 25 235
Total Working Papers 39 114 562 3,381 137 393 1,989 9,295

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital asset pricing models revisited: Evidence from errors in variables 0 1 4 34 0 1 7 69
Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models 0 3 5 14 1 5 17 41
Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models 0 0 3 19 0 0 6 43
On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns 2 5 6 6 5 9 13 13
On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns 0 0 4 4 0 1 6 6
Total Journal Articles 2 9 22 77 6 16 49 172

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Statistics updated 2009-11-04