Concepedia

Denis Pelletier

DP

12

Publications

968

Citations

11

H-Index

2002

Active since

Affiliations

North Carolina State University(Current)

Université de Montréal

Center for Interuniversity Research and Analysis on Organizations

McGill University

University of Toronto

Denis Pelletier is an author at North Carolina State University specializing in business, economics, and statistics.

Top concepts

BusinessEconomicsStatisticsFinanceEngineeringEconometricsEconomic AnalysisTime Series EconometricsFinancial EconomicsApplied Econometrics

Publications per year

2002–2021

12

Publications

12

Regime switching for dynamic correlations

Denis Pelletier · Journal of Econometrics · 2006 · 411 citations

Discrete Dynamical System, Stochastic Dynamical System, Dynamic Correlations +2

Short run and long run causality in time series: inference

Jean-Marie Dufour, Denis Pelletier, Éric Renault · Journal of Econometrics · 2005 · 138 citations

Economics, Causal Relation Extraction, Business +10

Simulation smoothing for state–space models: A computational efficiency analysis

William J. McCausland, Shirley Miller, Denis Pelletier · Computational Statistics & Data Analysis · 2010 · 126 citations

Simulation Methodology, State–space Models, Engineering +4

Backtesting Value-at-Risk: A Duration-Based Approach

Peter Christoffersen, Denis Pelletier · SSRN Electronic Journal · 2003 · 123 citations · Full text

On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices

Jean‐Daniel Saphores, Lynda Khalaf, Denis Pelletier · American Journal of Agricultural Economics · 2002 · 39 citations

Unexpected Events, Economics, Engineering +15

Rows per page

1–5 of 12