Denis Pelletier

Works (10)

2019 journal article

Endogenous Life-Cycle Housing Investment and Portfolio Allocation

JOURNAL OF MONEY CREDIT AND BANKING, 51(4), 991–1019.

By: D. Pelletier & C. Tunc

Source: Web Of Science
Added: June 4, 2019

2018 journal article

Inflation and equity mutual fund flows

Journal of Financial Markets, 37, 52–69.

By: S. Krishnamurthy, D. Pelletier & R. Warr

Source: NC State University Libraries
Added: August 6, 2018

2018 journal article

Supplemental Retirement Savings Plans in the Public Sector: Participation and Contribution Decisions by School Personnel

JOURNAL OF LABOR RESEARCH, 39(4), 383–404.

By: R. Clark, A. Pathak & D. Pelletier

Source: NC State University Libraries
Added: December 17, 2018

2016 journal article

The geometric-VaR backtesting method

Journal of Financial Econometrics, 14(4), 725–745.

By: D. Pelletier & W. Wei

Source: NC State University Libraries
Added: August 6, 2018

2011 journal article

Evaluating value-at-risk models with desk-level data

Management Science, 57(12), 2213–2227.

By: J. Berkowitz, P. Christoffersen & D. Pelletier

Source: NC State University Libraries
Added: August 6, 2018

2011 journal article

Nonnested testing in models estimated via generalized method of moments

Econometric Theory, 27(2), 443–456.

By: A. Hall & D. Pelletier

Source: NC State University Libraries
Added: August 6, 2018

2011 journal article

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

Computational Statistics & Data Analysis, 55(1), 199–212.

By: W. McCausland, S. Miller & D. Pelletier

Source: NC State University Libraries
Added: August 6, 2018

2009 journal article

The effects of interdune vegetation changes on eolian dune field evolution: A numerical-modeling case study at Jockey's Ridge, North Carolina, USA

Earth Surface Processes and Landforms, 34(9), 1245–1254.

By: J. Pelletier, H. Mitasova, R. Harmon & M. Overton

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

Regime switching for dynamic correlations

Journal of Econometrics, 131(1-2), 445–473.

By: D. Pelletier

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

Short run and long run causality in time series: inference

Journal of Econometrics, 132(2), 337–362.

By: J. Dufour, D. Pelletier & E. Renault

Source: NC State University Libraries
Added: August 6, 2018