Jean-François Bégin
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Articles
Mar 2022
Diego Amaya, Jean-François Bégin, and Geneviève Gauthier
Management Science, 68(3), 2166–2201, 2022
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Jan 2022
Jean-François Bégin and Mathieu Boudreault
North American Actuarial Journal , 26(1), 82–101, 2022
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Sep 2021
Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons”
Jean-François Bégin, Mathieu Boudreault, David R. Cantor, and Kailan Shang
North American Actuarial Journal Practical Application, 1–7, 2021
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Aug 2021
Maciej Augustyniak, Alexandru Badescu, and Jean-François Bégin
To appear in: Journal of Econometrics, 2021
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Apr 2021
Jean-François Bégin and Mathieu Boudreault
Journal of Computational and Graphical Statistics, 30(2), 452–466, 2021
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Dec 2020
Diego Amaya, Jean-François Bégin, Marie-Ève Malette Campeau, and Geneviève Gauthier
SIAM Journal on Financial Mathematics, 11(4), 1168–1208, 2020
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Oct 2020
Lu Yi, Barbara Sanders, and Jean-François Bégin
To appear in: Journal of Pension Economics & Finance, 2020
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Sep 2020
Jean-François Bégin
Insurance: Mathematics and Economics, 94, 58–78, 2020
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Mar 2020
Jean-François Bégin and Geneviève Gauthier
Canadian Journal of Statistics - La revue canadienne de statistique, 48(1), 8–35, 2020
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Jan 2020
Jean-François Bégin, Christian Dorion, and Geneviève Gauthier
Review of Financial Studies, 33(1), 155–211, 2020
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Jun 2019
Jean-François Bégin, Mathieu Boudreault, Delia-Alexandra Doljanu, and Geneviève Gauthier
Journal of Risk and Insurance, 86(2), 263–296, 2019
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Nov 2017
Jean-François Bégin, Mathieu Boudreault, and Geneviève Gauthier
Finance Research Letters, 23, 306–313, 2017
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