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UQO-DSA-wp0332005: L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options
François-Éric Racicot and Raymond Théoret UQO-DSA-wp0322005: De l'évaluation du risque de crédit
François-Éric Racicot and Raymond Théoret UQO-DSA-wp0312005: Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices
François-Éric Racicot and Raymond Théoret UQO-DSA-wp0302005: Financial Structure Change and Banking Income: a Canada-U.S. Comparison
Christian Calmès and Ying Liu UQO-DSA-wp0292005: Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes
François-Éric Racicot and Raymond Théoret UQO-DSA-wp162006: Analayse de la valeur acquise en contexte d'interdépendance des chemins: la solution PNET
Lavagnon Ika UQO-DSA-wp152006: Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models
François-Éric Racicot , Raymond Théoret and Alain Coen UQO-DSA-wp142006: A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited
Alain Coen and François-Éric Racicot UQO-DSA-wp132006: Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors
François-Éric Racicot , Raymond Théoret and Alain Coen UQO-DSA-wp122006: Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes
François-Éric Racicot and Raymond Théoret UQO-DSA-wp052006: La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)
François-Éric Racicot and Raymond Théoret UQO-DSA-wp042007: ECONOMIC EVALUATION TECHNIQUES: APPLICATION TO A CHINESE AGRICULTURAL DEVELOPMENT PROJECT
Lei Sun UQO-DSA-wp042006: Les modèles HJM et LMM revisités
François-Éric Racicot and Raymond Théoret UQO-DSA-wp032007: COST-BENEFIT ANALYSIS FOR THE YUEYANG-ZHUZHOU OIL PRODUCT PIPELINE TRANSMISSION PROJECT
Jing Gao UQO-DSA-wp032006: La veille stratégique intégrée: Connaissances, mimétisme, niveau d’aspiration
Luc Chaput UQO-DSA-wp022007: Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives
François-Éric Racicot UQO-DSA-wp022006: La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché
François-Éric Racicot and Raymond Théoret UQO-DSA-wp012008: Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns
François-Éric Racicot and Raymond Théoret UQO-DSA-wp012007: Programmes de volatilité stochastique et de volatilité implicite: applications Visual Basic (Excel) et Matlab
François-Éric Racicot and Raymond Théoret UQO-DSA-wp012006: Investment and Dynamic DEA
Pierre Ouellette and Li Yan lrsp-TRS426: Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions
T. Bojdecki , Luis G. Gorostiza and A. Talarczyk lrsp-TRS425: A Long Range Dependence Stable Process and an Infinite Variance Branching System
T. Bojdecki , Luis G. Gorostiza and A. Talarczyk lrsp-TRS421: A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles
Miklos Csorgo lrsp-TRS417: Self-Normalized Weak Invariance Principle for Mixing Sequences
Raluca Balan and R. Kulik lrsp-TRS404: Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions
T. Bojdecki , Luis G. Gorostiza and A. Talarczyk lrsp-TRS403: A Weighted Weak Law of Large Numbers for Free Random Variables
Raluca Balan and George Stoica lrsp-TRS402: Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence
T. Bojdecki , Luis G. Gorostiza and A. Talarczyk lrsp-TRS401: Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems
Luis G. Gorostiza , Reyla A. Navarro and Eliane R. Rodrigues lrsp-TRS398: Asymptotic Results with Generalized Estimating Equations for Longitudinal data II
R. M. Balan and Schiopu-Kratina, Ioana lrsp-TRS396: Precise Rates in the Law of the Logarithm in the Hilbert Space
Wei Huang lrsp-TRS395: On the Csorgo-Révész increments of finite dimensional Gaussian random fields
Choi, Yong-Kab , Sung, Hwa-Sang , Hwang, Kyo-Shin and Moon, Hee-Jin lrsp-TRS393: Path properties of (N;d)-Gaussian random fields
Choi, Yong-Kab lrsp-TRS391: Hierarchical equilibria of branching populations
Hao Yu lrsp-TRS390: A Strong Invariance Principle for Associated Random Fields
R. Balan lrsp-TRS389: Hierarchical equilibria of branching populations
D. Dawson , L. Gorostiza and A. Wakolbinger lrsp-TRS387: Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
Miklos Csorgo , Barbara Szyszkowicz and Lihong Wang lrsp-TRS382: On the two-phase framework for joint model and design-based inference
Rubin-Bleuer, Susana and Ioana Schiopu Kratina lrsp-TRS376: Sub-fractional Brownian motion and its relation to occupation times
Tomasz Bojdecki , Luis G. Gorostiza and Anna Talarczyk lrsp-TRS375: Uniform asymptotics for robust location estimates when the scale is unknown
Salibian-Barrera, Matias and Ruben H. Zamar lrsp-TRS374: Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains
William A. Massey and Raj Srinivasan lrsp-TRS368: EXPLICIT STRONG SOLUTIONS OF MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS
Michael A. Kouritzin and Bruno Remillard lrsp-TRS366: ANALYSIS OF INDICES OF ECONOMIC INEQUALITY FROM A MATHEMATICAL POINT OF VIEW
Ricardas Zitikis lrsp-TRS364: Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
B. M. Golam Kibria and A.K.Md.E. Saleh lrsp-TRS363: Non-local Branching Superprocesses and Some Related Models
Donald A. Dawson and Luis G. Gorostiza lrsp-TRS361: CONVERGENCE OF MARKOV CHAIN APPROXIMATIONS TO STOCHASTIC REACTION DIFFUSION EQUATIONS
Michael A. Kouritzin and Hongwei Long lrsp-TRS355: Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries
Yiqiang Q. Zhao , Wei Li and W. John Braun lrsp-TRS349: Trajectorial Fluctuations Of Cox Systems Of Independent Motions
Tomasz Bojdecki and Luis G. Gorostiza lrsp-TRS346: Superprocesses with Dependent Spatial Motion and General Branching Densities
Donald A. Dawson , Zenghu Li and Hao Wang lrsp-TRS345b: A Strong Markov Property For Set-Indexed Processes
R.M. Balan lrsp-TRS338: Random Effects Cox Models: A Poisson Modelling Approach
Renjun Ma , Daniel Kerwski and Richard T. Burnett LRSP-WP2: Resampling from the past to improve on MCMC algorithms
Yves F. Atchade LRSP-WP1: An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift
Yves F. Atchade China-wp1: A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory
Wenge Huang
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