Desautels Faculty of Management - Guillaume Roussellet’s Recent Research /desautels/channels_item/244 en Guillaume Roussellet awarded 2019 FRQSC New Academics Grant /desautels/node/74666 <p>Congratulations to <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a>, Assistant Professor in Finance, awarded 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Facteurs de volatilité et valorisation du VIX”</p> Fri, 26 Jul 2019 17:44:37 +0000 Scenario generation for long run interest rate risk assessment /desautels/node/67921 <p><strong>Authors:</strong> Robert Engle, <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a>, Emil Siriwardane</p> <p><strong>Publication:</strong> <em>Journal of Econometrics</em>, Vol. 201, No. 2, December 2017</p> <p><strong>Abstract:</strong></p> Tue, 03 Oct 2017 14:52:07 +0000 Staying at zero with affine processes: An application to term structure modelling /desautels/node/67919 <p><strong>Authors:</strong> Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a></p> <p><strong>Publication: </strong><em>Journal of Econometrics</em>, Vol. 201, No. 2, 2017, pp. 348-366.</p> <p><strong>Abstract:</strong></p> Mon, 02 Oct 2017 21:03:48 +0000