Denis Pelletier

According to our database, Denis Pelletier authored at least 2 papers in 2011.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of seven.

2011

Evaluating Value-at-Risk Models with Desk-Level Data.

Jeremy Berkowitz, Peter F. Christoffersen, Denis Pelletier

Manag. Sci., 2011

Simulation smoothing for state-space models: A computational efficiency analysis.

William J. McCausland, Shirley Miller, Denis Pelletier

Comput. Stat. Data Anal., 2011