Bruno N. Remillard
HEC Montréal
H-index: 27
North America-Canada
Top articles of Bruno N. Remillard
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Tests of independence and randomness for arbitrary data using copula-based covariances | Journal of Multivariate Analysis | Bouchra R Nasri Bruno N Rémillard | 2024/5/1 |
A two-factor structural model for valuing corporate securities | Review of Derivatives Research | Malek Ben-Abdellatif Hatem Ben-Ameur Rim Chérif Bruno Rémillard | 2024/4/28 |
Multivariate Hawkes-based Models in Limit Order Book: European and Spread Option Pricing | International Journal of Theoretical and Applied Finance | Qi Guo Anatoliy Swishchuk BRUNO RÉMIlLARD | 2024/2/19 |
A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis | Communications in Nonlinear Science and Numerical Simulation | Idriss Sekkak Bouchra R Nasri Bruno N Rémillard Jude Dzevela Kong Mohamed El Fatini | 2023/12/1 |
Central limit theorems for martingales-II: convergence in the weak dual topology | arXiv preprint arXiv:2304.04887 | Bruno N Remillard Jean Vaillancourt | 2023/4/10 |
A dynamic program under Lévy processes for valuing corporate securities | Journal of Risk | Hatem Ben Ameur Rim Chérif Bruno Remillard | 2023/10/14 |
Identifiability and inference for copula-based semiparametric models for random vectors with arbitrary marginal distributions | arXiv preprint arXiv:2301.13408 | Bouchra R Nasri Bruno N Remillard | 2023/1/31 |
Large Deviations for the Yule-Walker Estimator of Near Critical Autoregressive Processes | Available at SSRN 4605519 | Shui Feng Xiaochang Wang Yiping Guo Bruno Remillard | 2023/9/13 |
Central limit theorems for martingales-I: continuous limits | arXiv preprint arXiv:2301.07267 | Bruno Rémillard Jean Vaillancourt | 2023/1/18 |
Option pricing and hedging for regime-switching geometric Brownian motion models | arXiv preprint arXiv:2309.07121 | Bruno Remillard Sylvain Rubenthaler | 2023/9/13 |
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models? | arXiv preprint arXiv:2308.04374 | Bouchra R Nasri Bruno N Rémillard Mamadou Y Thioub | 2023/8/8 |
On factor copula-based mixed regression models | arXiv preprint arXiv:2305.02789 | Pavel Krupskii Bouchra R Nasri Bruno N Remillard | 2023/5/4 |
Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing | Spread and Basket Option Pricing (September 15, 2022) | Qi Guo Anatoliy V Swishchuk Bruno Rémillard | 2022/9/15 |
Change-point problems for multivariate time series using pseudo-observations | Journal of Multivariate Analysis | Bouchra R Nasri Bruno N Rémillard Tarik Bahraoui | 2022/1/1 |
Introduction to the special issue on the 50th anniversary of CJS | James Banks James Cloyne Monica Costa Dias Matthias Parey James P Ziliak | 2019/12 | |
A random walk through Canadian contributions on empirical processes and their applications in probability and statistics | The Canadian Journal of Statistics | Miklós Csörgö Donald A Dawson Bouchra R Nasri Bruno N Rémillard | 2022 |
A conversation with Don Dawson | Statistical Science | Bouchra R Nasri Bruno N Rémillard Barbara Szyszkowicz Jean Vaillancourt | 2021/11 |
Symmetrical and Non-symmetrical Variants of Three-Way Correspondence Analysis for Ordered Variables............... Rosaria Lombardo, Eric J. Beh and Pieter M. Kroonenberg 542 … | Kris De Brabanter Jos De Brabanter Bouchra R Nasri Bruno N Rémillard Barbara Szyszkowicz | 2021/11 | |
Package ‘changepointTests’ | Bouchra R Nasri Bruno N Remillard | 2021/7/27 | |
Multivariate general compound point processes in limit order books | Risks | Qi Guo Bruno Remillard Anatoliy Swishchuk | 2020/9/11 |
Co-Authors
