Jean‐François Bégin - Publications, H-index & Citations

Jean‐François Bégin

Simon Fraser University

9H指数

68论文数

276被引数

收录论文 7

发表时间

Discrete-time multifactor stochastic volatility option pricing models with variance-dependent pricing kernel 离散时间多因子随机波动率期权定价模型及方差依赖定价核

North American Journal of Economics and Finance

IF3.9

2026-09-22

OAAI

Golara Zafari; Jean-François Bégin

Corrigendum to “The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets” [Energy Economics, 144, April 2025, 108296]勘误：关于“电力价格随机行为的审视：来自现货和期货市场的证据” [Energy Economics, 144, 2025年4月, 108296]

Energy Economics

IF14.2

2025-12-08

OAAI

Jean-François Bégin; Fabio Gómez; Katja Ignatieva; Han Li

Modelling seasonal mortality: An age-period-cohort approach 季节性死亡率建模：一种年龄-时期-队列方法

INSURANCE MATHEMATICS & ECONOMICS

IF2.2

2025-10-01

OAAI

Begin, Jean-Francois; Boudreault, Mathieu; Landry, Thomas

A general option pricing framework for affine fractionally integrated models

JOURNAL OF BANKING & FINANCE

IF3.8

2025-02-01

OAAI

Augustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois; Jayaraman, Sarath Kumar

A discrete-time hedging framework with multiple factors and fat tails: On what matters

JOURNAL OF ECONOMETRICS

IF4

2023-02-01

PREAI

Augustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois

Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options

REVIEW OF FINANCIAL STUDIES

IF5.4

2019-04-26

PREAI

Begin, Jean-Francois; Dorion, Christian; Gauthier, Genevieve

Firm-specific credit risk estimation in the presence of regimes and noisy prices

FINANCE RESEARCH LETTERS

IF6.9

2017-11-01

PREAI

Begin, Jean-Francois; Boudreault, Mathieu; Gauthier, Genevieve

研究方向