フォロー
Christian Dorion
Christian Dorion
確認したメール アドレス: hec.ca
タイトル
引用先
引用先
Volatility components, affine restrictions, and nonnormal innovations
P Christoffersen, C Dorion, K Jacobs, Y Wang
Journal of Business & Economic Statistics 28 (4), 483-502, 2010
912010
Nonlinear Kalman filtering in affine term structure models
P Christoffersen, C Dorion, K Jacobs, L Karoui
Management Science 60 (9), 2248-2268, 2014
872014
Idiosyncratic jump risk matters: Evidence from equity returns and options
JF Bégin, C Dorion, G Gauthier
The Review of Financial Studies 33 (1), 155-211, 2020
442020
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
442014
Option valuation with macro-finance variables
C Dorion
Journal of Financial and Quantitative Analysis 51 (4), 1359-1389, 2016
27*2016
Low inflation: High default risk and high equity valuations
HS Bhamra, C Dorion, A Jeanneret, M Weber
National Bureau of Economic Research, 2018
152018
Pricing financial derivatives: The impact of business conditions and systematic risk
C Dorion
42010
Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
C Dorion, N Chapados
Available at SSRN 1747945, 2013
2*2013
High Inflation: Low Default Risk and Low Equity Valuations
HS Bhamra, C Dorion, A Jeanneret, M Weber
Chicago Booth Research Paper, 2021
12021
What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk?
C Dorion, A Ekponon, A Jeanneret
Available at SSRN 3116235, 2018
12018
Les Modèles factoriels et la gestion du risque de longévité
M Boyer, C Dorion, L Stentoft
L'Actualité économique 91 (4), 531-565, 2015
12015
Low Inflation: High Default Risk and High Equity Valuations
B Smarzynska Javorcik, C Dorion, A Jeanneret, M Weber
CESifo Working Paper, 2018
2018
Credit Default Swaps, Options and Systematic Risk
C Dorion, R Elkamhi, J Ericsson
Options and Systematic Risk (February 16, 2009), 2009
2009
Méthodes à noyaux appliquées à la gestion de portefeuille
C Dorion
2004
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