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Ensemble economic scenario generators : Unity Makes Strength
Bégin, Jean-François - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 3, pp. 444-471
Persistent link: https://www.econbiz.de/10014373523
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Idiosyncratic jump risk matters : evidence from equity returns and options
Bégin, Jean-François; Dorion, Christian; Gauthier, … - In: The review of financial studies 33 (2020) 1, pp. 155-211
Persistent link: https://www.econbiz.de/10012135546
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François; Boudreault, Mathieu; … - In: The journal of futures markets 44 (2024) 1, pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
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On complex economic scenario generators : is less more?
Bégin, Jean-François - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 779-812
Persistent link: https://www.econbiz.de/10012656729
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Economic scenario generator and parameter uncertainty : a bayesian approach
Bégin, Jean-François - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 335-372
Persistent link: https://www.econbiz.de/10012056594
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej; Badescu, Alexandru; Bégin, … - In: Journal of econometrics 232 (2023) 2, pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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The informational content of high-frequency option prices
Amaya, Diego; Bégin, Jean-François; Gauthier, Geneviève - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
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Redistribution in collective pension arrangements without a sponsor guarantee : hidden versus explicit risk transactions
Yi, Lu; Sanders, Barbara; Bégin, Jean-François - In: Journal of pension economics and finance : JPEF 21 (2022) 2, pp. 260-293
Persistent link: https://www.econbiz.de/10013166078
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Do jumps matter in the long term? : a tale of two horizons
Bégin, Jean-François; Boudreault, Mathieu - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 82-101
Persistent link: https://www.econbiz.de/10013167041