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Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
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Dionne, Georges
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2023
Persistent link: https://www.econbiz.de/10014234014
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The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
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Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012545817
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Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
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2022
Persistent link: https://www.econbiz.de/10013279729
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4
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
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2022
Persistent link: https://www.econbiz.de/10012939393
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5
Causality in empirical analyses with emphasis on asymmetric information and risk management
Dionne, Georges
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2023
Persistent link: https://www.econbiz.de/10014417876
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6
Consolidation of the US property and casualty insurance industry : is climate risk a causal factor for mergers and acquisitions? : (final report)
Dionne, Georges
;
Fenou, Akouété
;
Mnasr, Mohamed
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2023
Persistent link: https://www.econbiz.de/10014234012
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7
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
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2021
Persistent link: https://www.econbiz.de/10012591155
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8
Road safety for fleets of vehicles
Dionne, Georges
;
Desjardins, Denise
;
Anger, Jean-François
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2021
Persistent link: https://www.econbiz.de/10012545749
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9
Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
Desjardins, Denise
;
Dionne, Georges
;
Lu, Yang
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2021
Persistent link: https://www.econbiz.de/10012545770
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10
Determinants and real effects of joint hedging : an empirical analysis of the US petroleum industry
Dionne, Georges
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El Hraiki, Rayane
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Mnasri, Mohamed
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2022
Persistent link: https://www.econbiz.de/10013366285
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