| Volatility components, affine restrictions, and nonnormal innovations P Christoffersen, C Dorion, K Jacobs, Y Wang Journal of Business & Economic Statistics 28 (4), 483-502, 2010 | 101 | 2010 |
| Nonlinear Kalman filtering in affine term structure models P Christoffersen, C Dorion, K Jacobs, L Karoui Management Science 60 (9), 2248-2268, 2014 | 96 | 2014 |
| Idiosyncratic jump risk matters: Evidence from equity returns and options JF Bégin, C Dorion, G Gauthier The Review of Financial Studies 33 (1), 155-211, 2020 | 72 | 2020 |
| Convertible debt and shareholder incentives C Dorion, P François, G Grass, A Jeanneret Journal of Corporate Finance 24, 38-56, 2014 | 51 | 2014 |
| Option valuation with macro-finance variables C Dorion Journal of Financial and Quantitative Analysis 51 (4), 1359-1389, 2016 | 32* | 2016 |
| High inflation: Low default risk and low equity valuations HS Bhamra, C Dorion, A Jeanneret, M Weber The Review of Financial Studies 36 (3), 1192-1252, 2023 | 29* | 2023 |
| Pricing financial derivatives: The impact of business conditions and systematic risk C Dorion | 4 | 2010 |
| Volatility forecasting and explanatory variables: A tractable bayesian approach to stochastic volatility C Dorion, N Chapados Available at SSRN 1747945, 2013 | 3 | 2013 |
| Les Modèles factoriels et la gestion du risque de longévité M Boyer, C Dorion, L Stentoft L'Actualité économique 91 (4), 531-565, 2015 | 2 | 2015 |
| Méthodes à noyaux appliquées à la gestion de portefeuille C Dorion | 2* | 2004 |
| What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk? C Dorion, A Ekponon, A Jeanneret Available at SSRN 3116235, 2018 | 1 | 2018 |
| Credit Default Swaps, Options and Systematic Risk C Dorion, R Elkamhi, J Ericsson Options and Systematic Risk (February 16, 2009), 2009 | | 2009 |
Kris JacobsUniversity of HoustonVerified email at bauer.uh.edu
