Christian Dorion
Christian Dorion
Verified email at hec.ca
Title
Cited by
Cited by
Year
Volatility components, affine restrictions, and nonnormal innovations
P Christoffersen, C Dorion, K Jacobs, Y Wang
Journal of Business & Economic Statistics 28 (4), 483-502, 2010
872010
Nonlinear Kalman filtering in affine term structure models
P Christoffersen, C Dorion, K Jacobs, L Karoui
Management Science 60 (9), 2248-2268, 2014
772014
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
422014
Idiosyncratic jump risk matters: Evidence from equity returns and options
JF Bégin, C Dorion, G Gauthier
The Review of Financial Studies 33 (1), 155-211, 2020
372020
Option valuation with macro-finance variables
C Dorion
Journal of Financial and Quantitative Analysis 51 (4), 1359-1389, 2016
24*2016
Low inflation: High default risk and high equity valuations
HS Bhamra, C Dorion, A Jeanneret, M Weber
National Bureau of Economic Research, 2018
9*2018
Pricing financial derivatives: The impact of business conditions and systematic risk
C Dorion
42010
Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
C Dorion, N Chapados
Available at SSRN 1747945, 2013
2*2013
What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk?
C Dorion, A Ekponon, A Jeanneret
Available at SSRN 3116235, 2018
12018
Les Modèles factoriels et la gestion du risque de longévité
M Boyer, C Dorion, L Stentoft
L'Actualité économique 91 (4), 531-565, 2015
12015
Credit Default Swaps, Options and Systematic Risk
C Dorion, R Elkamhi, J Ericsson
Options and Systematic Risk (February 16, 2009), 2009
2009
Méthodes à noyaux appliquées à la gestion de portefeuille
C Dorion
2004
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Articles 1–12