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Do Jumps Matter in the Long Term? A Tale of Two Horizons

Bégin, Jean-François
Articles and Chapters
Do Jumps Matter in the Long Term? A Tale of Two Horizons

On complex economic scenario generators: is less more?

Bégin, Jean-François
Articles and Chapters
On complex economic scenario generators: is less more?

Credit and systemic risks in the financial services sector : evidence from the 2008 global crisis

Articles and Chapters
Credit and systemic risks in the financial services sector : evidence from the 2008 global crisis

Economic scenario generator and parameter uncertainty : a Bayesian approach

Bégin, Jean-François
Articles and Chapters
Economic scenario generator and parameter uncertainty : a Bayesian approach