Access Statistics for Denis Pelletier

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 Jump-Diffusion Model with Stochastic Volatility and Durations 0 0 0 80 0 0 1 76
A New Approach to Drawing States in State Space Models 0 0 0 45 1 1 1 90
A New Approach to Drawing States in State Space Models 0 0 1 14 0 1 2 71
A New Approach to Drawing States in State Space Models 0 0 0 139 1 1 1 394
A New Approach to Investigate Market Integration: a Markov-Switching Autoregressive Model with Time-Varying Transition Probabilities 1 1 1 94 1 1 3 245
A State Dependent Regime Switching Model of Dynamic Correlations 0 0 0 129 0 2 2 271
An Analysis of Benefit Distribution Options Selected by Individuals Covered by the PBGC 0 0 0 2 0 0 0 7
Backtesting Value-at-Risk: A Duration-Based Approach 0 0 1 1,369 3 6 9 4,510
Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand 0 1 2 68 2 3 9 198
Does Automatic Enrollment Increase Contributions to Supplement Retirement Programs by K-12 and University Employees? 0 0 0 11 0 0 0 26
Endogenous Life-Cycle Housing Investment and Portfolio Allocation 0 0 0 48 1 1 2 188
Evaluating Value-at-Risk Models with Desk-Level Data 0 0 0 177 0 0 1 469
Evaluating Value-at-Risk models with desk-level data 0 0 2 336 0 1 7 916
Impact of Defaults in Retirement Saving Plans: Public Employee Plans 0 0 0 19 0 0 0 20
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 1 3 279 3 4 8 883
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 106 0 0 1 542
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 0 0 0 1 401
On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 79 0 0 0 559
Regime Switching for Dynamic Correlations 0 0 3 573 0 1 10 1,388
Retirement Benefit Distributions for California Educators 0 0 0 1 0 0 2 7
Short Run and Long Run Causality in Time Series: Inference 0 0 0 205 0 0 0 654
Short Run and Long Run Causality in Time Series: Inference 0 0 0 531 0 0 3 1,644
Short run and long run causality in time series: Inference 0 0 0 236 0 0 4 622
Total Working Papers 1 3 13 4,541 12 22 67 14,181

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Price Duration Model for Estimating High-Frequency Volatility 0 0 0 0 1 1 2 2
Backtesting Value-at-Risk: A Duration-Based Approach 0 1 2 581 0 3 13 1,643
Endogenous Life‐Cycle Housing Investment and Portfolio Allocation 0 0 0 7 0 0 1 55
Evaluating Value-at-Risk Models with Desk-Level Data 0 0 2 133 1 2 11 362
Impact of defaults on participation in state supplemental retirement savings plans 0 2 3 8 1 6 9 25
Inflation and equity mutual fund flows 0 0 2 48 0 0 4 156
Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures 0 0 3 16 1 2 7 31
Multivariate stochastic volatility using the HESSIAN method 0 0 0 0 0 1 4 11
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 1 4 83
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices 0 0 0 19 1 2 3 154
Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application 0 0 3 8 0 1 12 24
Regime switching for dynamic correlations 0 0 7 470 1 3 18 1,089
Short run and long run causality in time series: inference 0 0 1 210 0 1 8 633
Simulation smoothing for state-space models: A computational efficiency analysis 0 0 0 94 0 0 7 254
Supplemental Retirement Savings Plans in the Public Sector: Participation and Contribution Decisions by School Personnel 0 0 0 4 0 0 1 26
The Geometric-VaR Backtesting Method 0 0 1 39 0 0 4 99
Total Journal Articles 0 3 24 1,665 7 23 108 4,647

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05