User profiles for Geneviève Gauthier

Geneviève Gauthier

- Verified email at hec.ca - Cited by 1288

Genevieve Gauthier

- Verified email at uqac.ca - Cited by 62

[PDF][PDF] Convergence forte des estimateurs des parametres d'un processus GENAR (p)

G Gauthier, A Latour - Annales des Sciences Mathématiques du …, 1994 - labmath.uqam.ca
In this paper we introduce a generalization of the STEUTEL and VAN HARN operator (1979).
This new operator is used in the definition of an integer valued stochastic process having a …

[HTML][HTML] Treatment patterns, healthcare resource utilization, and costs following first-line antidepressant treatment in major depressive disorder: a retrospective US …

G Gauthier, A Guérin, M Zhdanava, W Jacobson… - BMC psychiatry, 2017 - Springer
Background Although the symptoms of major depressive disorder (MDD) are often manageable
with pharmacotherapy, response to first-line antidepressant treatment is often less than …

Recovery rates: Uncertainty certainly matters

P Gambetti, G Gauthier, F Vrins - Journal of Banking & Finance, 2019 - Elsevier
Previous studies identify default rate as the main systematic determinant of bond recovery
rates. We revisit this paradigm by investigating the impact of another factor, economic …

Idiosyncratic jump risk matters: Evidence from equity returns and options

JF Bégin, C Dorion, G Gauthier - The Review of Financial …, 2020 - academic.oup.com
The recent literature provides conflicting empirical evidence about the pricing of idiosyncratic
risk. This paper sheds new light on the matter by exploiting the richness of option data. First…

[HTML][HTML] Predictive factors of spiritual quality of life during the COVID-19 pandemic: A multivariate analysis

…, D Maltais, S Cadell, G Gauthier… - Journal of religion and …, 2021 - Springer
COVID-19 has led to the implementation of various social and sanitary measures, impacting
populations’ quality of life. Aims: Documenting the spiritual quality of life (SQoL) of university …

[BOOK][B] On the equivalence of the KMV and maximum likelihood methods for structural credit risk models

JC Duan, G Gauthier, JG Simonato - 2005 - Citeseer
Moody’s KMV method is a popular commercial implementation of the structural credit risk
model pioneered by Merton (1974). Among the key features of their implementation procedure …

Sociographie des ritualités funéraires en temps de pandémie: des rites empêchés aux rites appropriés

J Cherblanc, E Zech, G Gauthier… - Canadian Review of …, 2022 - Wiley Online Library
La Covid-19 a entraîné dans plusieurs pays des mesures sociosanitaires inédites, notamment
des restrictions majeures aux rituels funéraires. Ces empêchements ont concerné tant les …

Rater cognition: review and integration of research findings

G Gauthier, C St‐Onge, W Tavares - Medical education, 2016 - Wiley Online Library
Background Given the complexity of competency frameworks, associated skills and abilities,
and contexts in which they are to be assessed in competency‐based education ( CBE ), …

A reduced form model of default spreads with Markov-switching macroeconomic factors

G Dionne, G Gauthier, K Hammami, M Maurice… - Journal of Banking & …, 2011 - Elsevier
We examine the ability of observed macroeconomic factors and the possibility of changes in
regime to explain the proportion of yield spreads caused by the risk of default in the context …

La spiritualité et le travail social: une intégration souhaitée mais limitée

…, C Bergeron-Leclerc, G Gauthier - Nouvelles pratiques …, 2021 - erudit.org
Les relations entre spiritualité et travail social sont de plus en plus étudiées. Cette revue
narrative systématisée a pour objectif d’étudier ces relations, à partir de l’analyse de 225 …