Denis Pelletier

Finance · 2003–2011

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 45 researchers here, as inferred from the citation graph.

Subfields

Whom Denis Pelletier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Andrew Ang
  4. S. Edwards
  5. Arthur P. Dempster
  6. Kevin Sheppard
  7. Joseph Chen
  8. Raul Susmel
  9. Nan M. Laird
  10. Torben G. Andersen

Who trusts Denis Pelletier overall

  1. Annastiina Silvennoinen
  2. Timo Teräsvirta
  3. Teresa Serra
  4. Christian Francq
  5. Cristina Amado
  6. Pilar Soriano
  7. René Garcia
  8. Christian M. Hafner
  9. Xiangdong Long
  10. Jianqing Fan

Papers from Denis Pelletier's perspective

Ordered by how strongly the researchers Denis Pelletier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Large sample estimation and hypothesis testing
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
  7. Interest-Rate Volatility in Emerging Markets (Review of Economics and Statistics)
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. An Introduction to Copulas

Their papers