Concepedia
Statistics
Publications
5
Citations
131
H-Index
Active since
1994
Affiliations
HEC Montréal(Current)
Université du Québec à Montréal
Hydro-Québec
Concordia University
Simon Lalancette is an author at HEC Montréal specializing in economics, business, and finance.
Publications per year
1994–2016
On testing for multivariate ARCH effects in vector time series models
Pierre Duchesne, Simon Lalancette · Canadian Journal of Statistics · 2003 · 49 citations
Social Sciences, Economics, Econometrics +12
The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation
Simon Lalancette, Jean‐Guy Simonato · European Financial Management · 2016 · 26 citations
Business, Economics, Finance +17
Dynamics of realized volatilities and correlations: An empirical study
René Ferland, Simon Lalancette · Journal of Banking & Finance · 2005 · 21 citations
Business, Economics, Finance +14
Performance Attribution using an APT with Prespecified Macrofactors and Time-Varying Risk Premia and Betas
Lawrence Kryzanowski, Simon Lalancette, Minh Chau To · Journal of Financial and Quantitative Analysis · 1997 · 20 citations · Full text
Performance Attribution Using a Multivariate Intertemporal Asset Pricing Model with One State Variable
Lawrence Kryzanowski, Simon Lalancette, Minh Chau To · Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration · 1994 · 15 citations
1–5 of 5