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Information about:
François-Éric Racicot

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: François-Éric
Middle Name:
Last Name: Racicot
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RePEc Short-ID: pra162

Email:
Homepage: http://www.uqo.ca/corps-professoral/prof/racicotfra.asp
Postal Address:
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!]

  5. Francois-Éric Racicot & Raymond Théoret, 2006. "Les modèles HJM et LMM revisités," RePAd Working Paper Series UQO-DSA-wp042006, Département des sciences administratives, UQO. [Downloadable!]

  6. 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. [Downloadable!]

  7. 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. [Downloadable!]

  8. 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. [Downloadable!]

  9. 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. [Downloadable!]
    Published as:

  10. 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. [Downloadable!]

  11. 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. [Downloadable!]

  12. 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. [Downloadable!]

  13. 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. [Downloadable!]

  14. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-06-24
  2. NEP-BEC: Business Economics (11) 2005-07-18 2005-10-15 2005-12-09 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-07-15 2007-01-28 2007-09-09 2008-06-27 Author is listed
  3. NEP-CFN: Corporate Finance (2) 2006-06-24 2006-06-24
  4. NEP-CMP: Computational Economics (4) 2005-12-09 2006-03-11 2006-04-22 2007-01-28 Author is listed
  5. NEP-ECM: Econometrics (5) 2006-04-22 2006-06-24 2006-06-24 2006-07-15 2008-06-27 Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2006-06-24 2006-07-15
  7. NEP-FIN: Finance (9) 2005-07-18 2005-10-15 2005-12-09 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-06-24 2006-07-15 Author is listed
  8. NEP-FMK: Financial Markets (9) 2005-07-18 2005-10-15 2005-12-09 2006-03-11 2006-04-22 2006-06-17 2006-06-24 2006-06-24 2006-07-15 Author is listed
  9. NEP-FOR: Forecasting (2) 2006-07-15 2007-01-28
  10. NEP-IAS: Insurance Economics (1) 2005-12-09
  11. NEP-MST: Market Microstructure (1) 2006-07-15
  12. NEP-RMG: Risk Management (1) 2006-07-15
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This page was last updated on 2009-11-15.

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