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Perron, Benoit


 SSRN Author Rank: 15,538 by Downloads
 Professor
 

University of Montreal - Department of Economics


 C.P. 6128, succursale Centre-Ville
 Montreal, Quebec H3C 3J7
 Canada
 514-343-2126 (Phone)
 514-343-5831 (Fax)
 email address
 

Center for Interuniversity Research and Analysis on Organization (CIRANO)


 2020 rue University, 25th floor
 Montreal H3C 3J7, Quebec
 Canada
 email address
 

University of Montreal - Center for Interuniversity Research in Econometrics


 C.P. 6128, Succursale Centre-ville
 Montreal, Quebec H3C 3J7
 Canada
 email address

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. Perron, Benoit's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,694
Total
Citations
106
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Mar 02
604
(23,608)
1

2.   Incl. Electronic Paper
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
30 Apr 03
Last Revised:
17 Nov 13
259
(67,494)
78

3.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
05 Dec 12
Last Revised:
01 Sep 14
249
(70,951)
3

4.  
The Shape of Risk Premium: Evidence from a Semiparametric GARCH Model | Show Abstract | Download |
Universite de Montreal, C.R.D.E. Working Paper No. 0899
Working Paper Series
Linton, Oliver B.
University of Cambridge
Perron, Benoit
University of Montreal - Department of Economics
Posted:
19 May 01
199
(88,758)
3

5.  
Incidental Trends and the Power of Panel Unit Root Tests | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1435, USC CLEO Research Paper No. C03-17, IEPR Working Paper No. 05-38
Working Paper Series
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
05 Sep 03
176
(99,688)
15

6.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
29 Apr 03
73
(192,648)
2

7.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
16 Nov 05
67
(202,109)
2

8.  
Bootstrapping Factor-Augmented Regression Models | Show Abstract | Download |
CIRANO - Scientific Publications 2012s-12
Accepted Paper Series
Goncalves, Silvia
University of Montreal - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
10 May 12
29
(286,199)
 

9.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
15 Feb 11
29
(286,199)
4

10.  
Asymptotic Local Power of Pooled T-Ratio Tests for Unit Roots in Panels with Fixed Effects | Show Abstract | Download |
Econometrics Journal, Vol. 11, Issue 1, pp. 80-104, February 2008
Accepted Paper Series
Roger Moon, Hyungsik
affiliation not provided to SSRN
Perron, Benoit
University of Montreal - Department of Economics
Posted:
29 Feb 08
9
(366,553)
 

11.  
Past Market Variance and Asset Prices | Show Abstract |
CIRANO - Scientific Publications No. 2011s-16
Working Paper Series
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
15 Feb 11
 

12.  
Long Memory and the Relation between Implied and Realized Volatility | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 4, pp. 636-670, 2006
Accepted Paper Series
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Apr 08
 


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