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 1 5 66
A New Approach to Drawing States in State Space Models 0 0 0 139 0 0 3 391
A New Approach to Drawing States in State Space Models 0 0 0 12 0 0 12 63
A New Approach to Drawing States in State Space Models 0 0 1 44 1 1 7 82
A New Approach to Investigate Market Integration: a Markov-Switching Autoregressive Model with Time-Varying Transition Probabilities 0 0 8 90 0 1 22 224
A State Dependent Regime Switching Model of Dynamic Correlations 1 1 2 127 1 2 7 262
Backtesting Value-at-Risk: A Duration-Based Approach 0 3 12 1,354 0 5 37 4,439
Basis Volatilities of Corn and Soybean in Spatially Separated Markets: The Effect of Ethanol Demand 2 2 2 62 2 2 10 178
Does Automatic Enrollment Increase Contributions to Supplement Retirement Programs by K-12 and University Employees? 0 0 1 9 0 1 13 19
Endogenous Life-Cycle Housing Investment and Portfolio Allocation 0 1 1 46 0 1 16 165
Evaluating Value-at-Risk Models with Desk-Level Data 0 0 2 168 2 4 23 435
Evaluating Value-at-Risk models with desk-level data 0 0 0 331 3 6 26 878
Impact of Defaults in Retirement Saving Plans: Public Employee Plans 0 0 1 17 0 0 7 11
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 1 273 0 0 14 864
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 0 1 1 7 396
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 106 1 1 10 534
On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 78 0 0 4 553
Regime Switching for Dynamic Correlations 1 1 4 554 3 4 26 1,317
Short Run and Long Run Causality in Time Series: Inference 0 0 0 526 0 0 10 1,617
Short Run and Long Run Causality in Time Series: Inference 0 0 1 201 2 3 13 640
Short run and long run causality in time series: Inference 0 0 0 234 1 1 8 612
Total Working Papers 4 8 36 4,451 17 34 280 13,746


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk: A Duration-Based Approach 3 6 30 522 10 24 121 1,448
Endogenous Life‐Cycle Housing Investment and Portfolio Allocation 0 1 2 4 1 6 23 38
Evaluating Value-at-Risk Models with Desk-Level Data 2 4 17 108 4 10 46 277
Inflation and equity mutual fund flows 1 1 5 21 3 5 18 72
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 0 2 6 76
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices 0 0 0 19 0 0 3 149
Regime switching for dynamic correlations 1 2 18 427 3 7 45 983
Short run and long run causality in time series: inference 1 2 4 191 2 4 20 570
Simulation smoothing for state-space models: A computational efficiency analysis 1 1 6 69 2 3 28 176
Supplemental Retirement Savings Plans in the Public Sector: Participation and Contribution Decisions by School Personnel 0 0 1 2 0 1 4 11
The Geometric-VaR Backtesting Method 0 0 2 21 1 3 13 60
Total Journal Articles 9 17 85 1,412 26 65 327 3,860


Statistics updated 2021-01-03