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Louis Bélisle
Louis Bélisle
Office of the Superintendent of Financial Institutions of Canada
Verified email at osfi-bsif.gc.ca - Homepage
Title
Cited by
Cited by
Year
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
M Burda, L Bélisle
Dependence Modeling 7 (1), 133 - 168, 2019
82019
Essays on Banking Regulations and Financial Risk Modelling
LÉS Bélisle
University of Toronto (Canada), 2021
2021
Time-varying Elasticity of Substitution in Near-Money Assets
L Bélisle
Available at SSRN 3413923, 2019
2019
Static and Dynamic Modelling of Credit Default Risk: Tails, Moments, and Calibration
LE Salmon-Bélisle
University of Waterloo, 2014
2014
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Articles 1–4