Concepedia

René Ferland

RF

Statistics

Publications

5

Citations

567

H-Index

5

Active since

1992

Affiliations

Université du Québec à Montréal(Current)

René Ferland is an author at Université du Québec à Montréal specializing in stochastic processes, finance, and economics.

Publications per year

1992–2009

5

Publications

5

Integer‐Valued GARCH Process

René Ferland, Alain Latour, Driss Oraichi · Journal of Time Series Analysis · 2006 · 500 citations

, , +14

Dynamics of realized volatilities and correlations: An empirical study

René Ferland, Simon Lalancette · Journal of Banking & Finance · 2005 · 21 citations

, , +14

Compactness of the Fluctuations Associated with some Generalized Nonlinear Boltzmann Equations

René Ferland, X. Fernique, Gaston Giroux · Canadian Journal of Mathematics · 1992 · 20 citations · Full text

, , +12

Mean–variance efficiency with extended CIR interest rates

René Ferland, François Watier · Applied Stochastic Models in Business and Industry · 2009 · 14 citations

, , +14

Law of Large Numbers for Dynamic Bargaining Markets

René Ferland, Gaston Giroux · Journal of Applied Probability · 2008 · 12 citations · Full text

, , +14

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