Simon Lalancette

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Portfolios of value and momentum: disappointment aversion and non-normalities
Quantitative Finance
2022-07-22Paper
Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models
The Canadian Journal of Statistics
2010-09-20Paper
On testing for multivariate ARCH effects in vector time series models
The Canadian Journal of Statistics
2004-06-15Paper


Research outcomes over time


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