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Guillaume Roussellet awarded 2019 FRQSC New Academics Grant
Congratulations to Guillaume Roussellet, Assistant Professor in Finance, awarded 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Facteurs de volatilité et valorisation du VIX”
Published: 26 Jul 2019
Scenario generation for long run interest rate risk assessment
Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane
Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017
Abstract:
Published: 3 Oct 2017
Staying at zero with affine processes: An application to term structure modelling
Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet
Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366.
Abstract:
Published: 2 Oct 2017
