Concepedia
Statistics
Publications
7
Citations
185
H-Index
Active since
1999
Affiliations
Simon Fraser University(Current)
HEC Montréal
Université de Montréal
Jean‐François Bégin is an author at Simon Fraser University specializing in business, asset pricing, and finance.
Top concepts
BusinessFinanceAsset PricingEconomicsManagementOption PricingFinancial EconomicsStatisticsEngineeringFinancial Risk
Publications per year
1999–2021
Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options
Jean‐François Bégin, Christian Dorion, Geneviève Gauthier · Review of Financial Studies · 2019 · 76 citations
Empirical Finance, Option Pricing, Economics +15
Aircraft Emissions: Current Inventories and Future Scenarios
Steven L. Baughcum, Jean‐François Bégin, Fabiano Franco et al. · Scholarly Commons (University of Pennsylvania) · 1999 · 44 citations · Full text
Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis
Jean‐François Bégin, Mathieu Boudreault, Delia Alexandra Doljanu et al. · Journal of Risk & Insurance · 2017 · 17 citations
Empirical Finance, Financial Risk Management, International Financial Crisis +22
Simulating from the Heston model: A gamma approximation scheme
Jean‐François Bégin, Mylène Bédard, Patrice Gaillardetz · Monte Carlo Methods and Applications · 2015 · 13 citations
Numerical Analysis, Engineering, Heston Model +17
The Informational Content of High-Frequency Option Prices
Diego Amaya, Jean‐François Bégin, Geneviève Gauthier · Management Science · 2021 · 13 citations
Volatility Modeling, Engineering, Asset Pricing +16
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