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François-Éric Racicot

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This is information that was supplied by François-Éric Racicot in registering through RePEc. If you are François-Éric Racicot , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: François-Éric
Middle Name:
Last Name: Racicot
Suffix:

RePEc Short-ID: pra162

Email:
Homepage: http://www.telfer.uottawa.ca/fr/repertoire/professeurs-par-domaine-denseignement/finance/
Postal Address:
Phone: 613-562-5800 ext. 4757

Affiliation

(47%) Laboratory for Research in Statistics and Probability (LRSP)
Location: Ottawa, Canada
Homepage: http://lrsp.carleton.ca/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:lrcarca (more details at EDIRC)
(47%) École de Gestion Telfer / Telfer School of Management
Université d'Ottawa / University of Ottawa
Location: Ottawa, Canada
Homepage: http://www.telfer.uottawa.ca/
Email:
Phone: 613-562-5800 ext. 4757
Fax:
Postal: 55 Laurier Street East, Ottawa, Ontario, K1N 6N5
Handle: RePEc:edi:smottca (more details at EDIRC)
(6%) Chaire d'Information Financière et Organisationnelle (CIFO)
École des Sciences de la Gestion (ESG)
Université du Québec à Montréal (UQAM)
Location: Montréal, Canada
Homepage: http://www.cifo.uqam.ca/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:ciuqmca (more details at EDIRC)

Works

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Working papers

  1. Christian Calmès & Raymond Théoret & François-Éric Racicot, 2014. "La titrisation aux États-Unis et au Canada," RePAd Working Paper Series UQO-DSA-wp032014, Département des sciences administratives, UQO.
  2. Michel Blanchette & François-Éric Racicot & Komlan Sedzro, 2013. "IFRS Adoption in Canada: An Empirical Analysis of the Impact on Financial Statements," Working Papers 131004, Certified General Accountants Association of Canada.
  3. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.
  4. Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
  5. Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.
  6. Francois-Éric Racicot & Raymond Théoret, 2011. "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series UQO-DSA-wp062011, Département des sciences administratives, UQO.
  7. Michel Blanchette & François-Éric Racicot & Jean-Yves Girard, 2011. "The Effects of IFRS on Financial Ratios: Early Evidence in Canada," Working Papers 110302, Certified General Accountants Association of Canada.
  8. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series UQO-DSA-wp012010, Département des sciences administratives, UQO.
  9. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010. "Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals," RePAd Working Paper Series UQO-DSA-wp012011, Département des sciences administratives, UQO.
  10. Francois-Éric Racicot & Raymond Théoret, 2008. "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series UQO-DSA-wp012008, Département des sciences administratives, UQO.
  11. Francois-Éric Racicot & Raymond Théoret, 2007. "Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab," RePAd Working Paper Series UQO-DSA-wp012007, Département des sciences administratives, UQO.
  12. Francois-Éric Racicot, 2007. "Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives," RePAd Working Paper Series UQO-DSA-wp022007, Département des sciences administratives, UQO.
  13. Francois-Éric Racicot & Raymond Théoret, 2006. "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series UQO-DSA-wp022006, Département des sciences administratives, UQO.
  14. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series UQO-DSA-wp132006, Département des sciences administratives, UQO.
  15. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series UQO-DSA-wp152006, Département des sciences administratives, UQO.
  16. Francois-Éric Racicot & Raymond Théoret, 2006. "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series UQO-DSA-wp052006, Département des sciences administratives, UQO.
  17. Francois-Éric Racicot & Raymond Théoret, 2006. "Les modèles HJM et LMM revisités," RePAd Working Paper Series UQO-DSA-wp042006, Département des sciences administratives, UQO.
  18. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
  19. Francois-Éric Racicot & Raymond Théoret, 2006. "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series UQO-DSA-wp122006, Département des sciences administratives, UQO.
  20. Francois-Éric Racicot & Raymond Théoret, 2005. "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series UQO-DSA-wp0332005, Département des sciences administratives, UQO.
  21. Francois-Éric Racicot & Raymond Théoret, 2005. "Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices," RePAd Working Paper Series UQO-DSA-wp0312005, Département des sciences administratives, UQO.
  22. Francois-Éric Racicot & Raymond Théoret, 2005. "De l'évaluation du risque de crédit," RePAd Working Paper Series UQO-DSA-wp0322005, Département des sciences administratives, UQO.
  23. Francois-Éric Racicot & Raymond Théoret, 2005. "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series UQO-DSA-wp0292005, Département des sciences administratives, UQO.
  24. Francois-Éric Racicot, 2000. "Estimation et tests en présence d'erreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo," RePAd Working Paper Series UQO-DSA-wp022008, Département des sciences administratives, UQO.

Articles

  1. François-�ric Racicot & Raymond Théoret, 2014. "Cumulant instrument estimators for hedge fund return models with errors in variables," Applied Economics, Taylor & Francis Journals, vol. 46(10), pages 1134-1149, April.
  2. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013. "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(2), pages 193-195, June.
  3. Fran�ois-�ric Racicot & Raymond Théoret, 2012. "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, vol. 22(14), pages 1135-1146, July.
  4. François-Éric Racicot & Raymond Théoret, 2010. "Hedge Fund Returns, Kalman Filter, and Errors-in-Variables," Atlantic Economic Journal, International Atlantic Economic Society, vol. 38(3), pages 377-378, September.
  5. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer, vol. 15(1), pages 30-43, February.
  6. François-Éric Racicot & Raymond Théoret, 2008. "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer, vol. 14(4), pages 473-474, November.
  7. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer, vol. 14(1), pages 112-124, February.
  8. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, vol. 95(3), pages 443-450, June.
  9. François-Éric Racicot & Raymond Théoret & Alain Coën, 2007. "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer, vol. 13(2), pages 243-244, May.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (6) 2006-06-24 2010-04-11 2011-04-09 2011-07-13 2013-10-18 2014-04-11. Author is listed
  2. NEP-BAN: Banking (2) 2011-07-21 2014-04-11
  3. NEP-BEC: Business Economics (15) 2005-07-18 2005-10-15 2005-12-09 2006-01-24 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-07-15 2007-01-28 2007-09-09 2008-06-27 2010-04-11 2011-04-09 2011-07-21. Author is listed
  4. NEP-CFN: Corporate Finance (4) 2006-01-24 2006-06-24 2006-06-24 2013-10-18
  5. NEP-CMP: Computational Economics (4) 2005-12-09 2006-03-11 2006-04-22 2007-01-28
  6. NEP-ECM: Econometrics (6) 2006-04-22 2006-06-24 2006-06-24 2006-07-15 2008-06-27 2010-04-11. Author is listed
  7. NEP-ETS: Econometric Time Series (3) 2006-06-24 2006-07-15 2011-04-30
  8. NEP-FIN: Finance (10) 2005-07-18 2005-10-15 2005-12-09 2006-01-24 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-06-24 2006-07-15. Author is listed
  9. NEP-FMK: Financial Markets (10) 2005-07-18 2005-10-15 2005-12-09 2006-01-24 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-06-24 2006-07-15. Author is listed
  10. NEP-FOR: Forecasting (3) 2006-07-15 2007-01-28 2011-04-30
  11. NEP-GER: German Papers (1) 2014-04-11
  12. NEP-IAS: Insurance Economics (1) 2005-12-09
  13. NEP-MST: Market Microstructure (1) 2006-07-15
  14. NEP-ORE: Operations Research (2) 2011-04-30 2011-07-21
  15. NEP-RMG: Risk Management (4) 2006-01-24 2006-07-15 2011-04-30 2011-07-21

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