Christian Dorion

Christian Dorion

HEC Montréal École de Gestion - Montréal / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4455812
École des hautes études commerciales de Montréal
person_outline Christian Dorion's MOST POPULAR ARTICLES
1-) Volatility components, affine restrictions, and nonnormal innovations Journal of Business & Economic Statistics 28 (4), 483-502, 2010
2-) Nonlinear Kalman filtering in affine term structure models Management Science 60 (9), 2248-2268, 2014
3-) Idiosyncratic jump risk matters: Evidence from equity returns and options The Review of Financial Studies 33 (1), 155-211, 2020
4-) Convertible debt and shareholder incentives Journal of Corporate Finance 24, 38-56, 2014
5-) High inflation: Low default risk and low equity valuations The Review of Financial Studies 36 (3), 1192-1252, 2023