Denis Pelletier

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A service of the NDSU Department of Mathematics, in association with the American Mathematical Society.

Ph.D. Université de Montréal 2004

Dissertation: Problems in Time Series and Financial Econometrics : Linear Methods for VARMA Modelling, Multivariate Volatility Analysis, Causality and Value-at-Risk

Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences

Advisor 1: Jean-Marie Dufour

Student:

Name	School	Year	Descendants
Kurmanj, Agir	North Carolina State University	2009

According to our current on-line database, Denis Pelletier has 1 student and 1 descendant.
We welcome any additional information.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 213084 for the advisor ID.