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Noise Ratio As a Non-Nested Mo...
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81
On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel
;
Khalaf, Lynda
;
Pelletier, Denis
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
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82
Backtesting value-at-risk : a duration-based approach
Christoffersen, Peter F.
;
Pelletier, Denis
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10002214210
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83
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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84
Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 445-474
Persistent link: https://www.econbiz.de/10006747786
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85
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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86
Le crédit à la consommation en ligne va dépoussiérer les guichets
Beauregard, Olivier Costa de
;
Pelletier, Denis
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2000
)
617
,
pp. 22
Persistent link: https://www.econbiz.de/10006452496
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87
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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88
Endogenous life-cycle housing investment and portfolio allocation
Tunç, Cengiz
;
Pelletier, Denis
-
2013
Persistent link: https://www.econbiz.de/10011401039
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89
A Jump-diffusion model with stochastic volatility and durations
Wei, Wei
;
Pelletier, Denis
-
2015
Persistent link: https://www.econbiz.de/10011327726
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90
Canadian gas plant handles NORM in replacing C3 treater's mol sieve
Tan, JoAnn
;
Pelletier, Denis
- In:
Oil & gas journal : international petroleum news and …
107
(
2009
)
25
,
pp. 59-65
Persistent link: https://www.econbiz.de/10008278514
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