Cahiers du GERAD
Oct 2015
Marco Bee, Debbie J. Dupuis, and Luca Trapin
G-2015-104
Publications
Mar 2019
Marco Bee, Debbie J. Dupuis, and Luca Trapin
Journal of Financial Econometrics, 17(2), 254–283, 2019
BibTeX reference
Jan 2019
Debbie J. Dupuis and Luca Trapin
The Annals of Applied Statistics, 13(1), 34–59, 2019
BibTeX reference
Mar 2018
Marco Bee, Debbie J. Dupuis, and Luca Trapin
Journal of Applied Econometrics, 33(3), 398–415, 2018
BibTeX reference
News
Jun 1, 2019
Michèle Breton, HEC Montréal, from June 1st, 2019 to May 31, 2020
Debbie J. Dupuis, HEC Montréal, from June 1st to December 31, 2019
Geneviève Gauthier, HEC Montréal, from June 1st, 2019 to May 31, 2020
Georges Zaccour, HEC Montréal, from June 1st, 2019 to May 31, 2020
Nov 1, 2018
Title: On time-varying volatility and financial derivatives
Mar 14, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Events
02:00 PM–03:00 PMDec 5, 2018 02:00 PM
GERAD seminar
Sebastian Engelke – University of Geneva, Switzerland
Sebastian Engelke – University of Geneva, Switzerland
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
01:30 PM–05:00 PMOct 17, 2017 01:30 PM
workshop
Amphithéâtre Groupe Commerce, Université de Montréal, André-Aisenstadt Building
03:30 PM–05:30 PMApr 11, 2014 03:30 PM
CRM-ISM-GERAD Montreal Statistics Colloquium
Ryan Tibshirani
Ryan Tibshirani
Centre de recherches mathématiques (CRM) and Institut des sciences mathématiques
HEC Montréal, room KPMG