Statistics
Publications
12
Citations
268
H-Index
10
Active since
2013
Guillaume Roussellet is an author at McGill University specializing in financial economics, economics, and finance.
Publications per year
2013–2020
12
12
Staying at zero with affine processes: An application to term structure modelling
Alain Monfort, Fulvio Pegoraro, Jean‐Paul Renne et al. · Journal of Econometrics · 2017 · 64 citations · Full text
Alain Monfort, Jean‐Paul Renne, Guillaume Roussellet · Journal of Econometrics · 2015 · 28 citations
Identifying Beliefs from Asset Prices
Anisha Ghosh, Guillaume Roussellet · SSRN Electronic Journal · 2019 · 24 citations · Full text
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion
Alain Monfort, Fulvio Pegoraro, Jean‐Paul Renne et al. · Management Science · 2020 · 23 citations
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