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Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models

Racicot, François-Éric; Théoret, Raymond; Coën, Alain - In: International Advances in Economic Research 14 (2008) 1, pp. 112-124

Persistent link: https://www.econbiz.de/10005705444

Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

Racicot, François-Éric; Théoret, Raymond; Coën, Alain - In: International Advances in Economic Research 13 (2007) 2, pp. 243-244

Persistent link: https://www.econbiz.de/10005705450

On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns

Racicot, François-Éric; Théoret, Raymond - In: International Advances in Economic Research 15 (2009) 1, pp. 30-43

Persistent link: https://www.econbiz.de/10005705529

On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns

Racicot, François-Éric; Théoret, Raymond - In: International Advances in Economic Research 14 (2008) 4, pp. 473-474

Persistent link: https://www.econbiz.de/10005705535

Hedge Fund Returns, Kalman Filter, and Errors-in-Variables

Racicot, François-Éric; Théoret, Raymond - In: Atlantic Economic Journal 38 (2010) 3, pp. 377-378

Persistent link: https://www.econbiz.de/10008678357

The q -factor and the Fama and French asset pricing models: hedge fund evidence

Gregoriou, Greg; Racicot, François-Éric; Théoret, Raymond - In: Managerial Finance 42 (2016) 12, pp. 1180-1207

Purpose The purpose of this paper is to test the new Fama and French (2015) five-factor model relying on a thorough sample of hedge fund strategies drawn from the Barclay’s Global hedge fund database. Design/methodology/approach The authors use a stepwise regression to identify the factors of...

Persistent link: https://www.econbiz.de/10014941142

L' impact de la Banque du Canada sur la disponibilité du crédit bancaire : 1967-1976

Théoret, Raymond - In: L' Actualité économique : revue trimest. 55 (1979) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10002902007

L' impact de la Banque du Canada sur la disponibilité du crédit bancaire : 1967-1976

Théoret, Raymond - In: L' Actualité économique : revue trimest. 55 (1979) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10009898733

Le mouvement de déréglementation financière au Canada

Théoret, Raymond - In: L' Actualité économique : revue trimest. 63 (1987) 4, pp. 424-434

Persistent link: https://www.econbiz.de/10009898842

La politique macroéconomique canadienne au début de la décennie 1990

Théoret, Raymond - In: L' Actualité économique : revue trimest. 66 (1990) 2, pp. 231-241

Persistent link: https://www.econbiz.de/10009898886