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Département des sciences administratives, UQO

RePAd Working Paper Series

Contact information of Département des sciences administratives, UQO:
Postal: Pavillon Lucien Brault, 101 rue Saint Jean-Bosco, Gatineau (Qu�bec) J8Y 3G5
Phone: (819) 595-3900
Fax: (819) 773-1747
Web page: http://www.repad.org/
More information through EDIRC

For technical questions regarding this series, please contact (Christian Calmes)
Series handle: repec:pqs:wpaper

2008

UQO-DSA-wp012008 Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]

2007

UQO-DSA-wp042007 Economic Evaluation Techniques : Application To A Chinese Agricultural Development Project
by Jing Gao [Downloadable!]
UQO-DSA-wp032007 Cost-Benefit Analysis For The Yueyang-Zhuzhou Oil Product Pipeline Transmission Project
by Jing Gao [Downloadable!]
UQO-DSA-wp022007 Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives
by Francois-Éric Racicot [Downloadable!]
UQO-DSA-wp012007 Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]

2006

lrsp-TRS421 A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles
by Miklos Csorgo [Downloadable!]
UQO-DSA-wp152006 Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models
by Francois-Éric Racicot & Raymond Théoret & Alain Coen [Downloadable!]
UQO-DSA-wp162006 Analayse de la valeur acquise en contexte d'interdépendance des chemins: la solution PNET
by Lavagnon Ika [Downloadable!]
UQO-DSA-wp142006 A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited
by Alain Coen & Francois-Éric Racicot [Downloadable!]
UQO-DSA-wp132006 Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors
by Francois-Éric Racicot & Raymond Théoret & Alain Coen [Downloadable!]
UQO-DSA-wp122006 Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp052006 La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp042006 Les modèles HJM et LMM revisités
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp032006 La veille stratégique intégrée: Connaissances, mimétisme, niveau d’aspiration
by Luc Chaput [Downloadable!]
UQO-DSA-wp022006 La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp012006 Investment and Dynamic DEA
by Pierre Ouellette & Li Yan [Downloadable!]
LRSP-WP2 Resampling from the past to improve on MCMC algorithms
by Yves Atchade [Downloadable!]
China-wp1 A Reinterpretation and Remedy of Keynes’s Liquidity Preference Theory
by Wenge Huang [Downloadable!]

2005

lrsp-TRS426 Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions
by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!]
lrsp-TRS425 A Long Range Dependence Stable Process and an Infinite Variance Branching System
by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!]
lrsp-TRS417 Self-Normalized Weak Invariance Principle for Mixing Sequences
by Raluca Balan & Kulik [Downloadable!]
UQO-DSA-wp0332005 L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp0322005 De l'évaluation du risque de crédit
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp0312005 Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
UQO-DSA-wp0302005 Financial Structure Change and Banking Income: a Canada-U.S. Comparison
by Christian Calmès & Ying Liu [Downloadable!]
UQO-DSA-wp0292005 Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
LRSP-WP1 An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift
by Yves Atchade [Downloadable!]

2004

lrsp-TRS404 Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions
by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!]
lrsp-TRS403 A Weighted Weak Law of Large Numbers for Free Random Variables
by Raluca Balan & George Stoica [Downloadable!]
lrsp-TRS402 Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence
by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!]
lrsp-TRS401 Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems
by Luis G. Gorostiza & Reyla A. Navarro & Eliane R. Rodrigues [Downloadable!]
lrsp-TRS398 Asymptotic Results with Generalized Estimating Equations for Longitudinal data II
by R. M. Balan & Ioana Schiopu-Kratina [Downloadable!]
lrsp-TRS396 Precise Rates in the Law of the Logarithm in the Hilbert Space
by Wei Huang [Downloadable!]
lrsp-TRS395 On the Csorgo-Révész increments of finite dimensional Gaussian random fields
by Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon [Downloadable!]
lrsp-TRS393 Path properties of (N;d)-Gaussian random fields
by Yong-Kab Choi [Downloadable!]
lrsp-TRS376 Sub-fractional Brownian motion and its relation to occupation times
by Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk [Downloadable!]

2003

lrsp-TRS391 Hierarchical equilibria of branching populations
by Hao Yu [Downloadable!]
lrsp-TRS390 A Strong Invariance Principle for Associated Random Fields
by R.M. Balan [Downloadable!]

2002

lrsp-TRS375 Uniform asymptotics for robust location estimates when the scale is unknown
by Matias Salibian-Barrera & Ruben H. Zamar [Downloadable!]
lrsp-TRS374 Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains
by William A. Massey & Raj Srinivasan [Downloadable!]
lrsp-TRS366 Analysis Of Indices Of Economic Inequality From A Mathematical Point Of View
by Ricardas Zitikis [Downloadable!]
lrsp-TRS364 Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators
by B. M. Golam Kibria & A.K.Md. E. Saleh [Downloadable!]

2001

lrsp-TRS382 On the two-phase framework for joint model and design-based inference
by Susana Rubin-Bleuer & Ioana Schiopu Kratina [Downloadable!]
lrsp-TRS363 Non-local Branching Superprocesses and Some Related Models
by Donald A. Dawson & Luis G. Gorostiza [Downloadable!]
lrsp-TRS361 Convergence Of Markov Chain Approximations To Stochastic Reaction Diffusion Equations
by Michael A. Kouritzin & Hongwei Long [Downloadable!]
lrsp-TRS355 Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries
by Yiqiang Q. Zhao, & Wei Li & W. John Braun [Downloadable!]
lrsp-TRS346 Superprocesses with Dependent Spatial Motion and General Branching Densities
by Donald A. Dawson & Zenghu Li & Hao Wang [Downloadable!]

2000

lrsp-TRS389 Hierarchical equilibria of branching populations
by D.A. Dawson & L.G. Gorostiza & A. Wakolbinger [Downloadable!]
lrsp-TRS387 Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
by Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang [Downloadable!]
lrsp-TRS368 Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations
by Michael A. Kouritzin & Bruno Remillard [Downloadable!]
lrsp-TRS349 Trajectorial Fluctuations Of Cox Systems Of Independent Motions
by Tomasz Bojdecki & Luis G. Gorostiza [Downloadable!]
lrsp-TRS345b A Strong Markov Property For Set-Indexed Processes
by R.M. Balan [Downloadable!]
lrsp-TRS338 Random Effects Cox Models: A Poisson Modelling Approach
by Renjun Ma & Daniel Krewski & Richard T. Burnett [Downloadable!]
UQO-DSA-wp022008 Estimation et tests en présence d'erreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo
by Francois-Éric Racicot [Downloadable!]

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This page was last updated on 2008-8-17.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.