Bruno Remillard

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Professor

HEC Montréal

Canada

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Bruno Remillard is a Professor at HEC Montréal, Canada. His research interests include the study of martingales, copula-based models, and dynamic programming in financial contexts. He has recently published articles on topics such as large deviations in autoregressive processes and stochastic analysis of epidemic models.

Recent Grants

Grant: Close

Statistical tests based on empirical processes

Open Date: 2020-04-01

Close Date: 2021-03-31

Grant: Close

Statistical tests based on empirical processes

Open Date: 2015-04-01

Close Date: 2019-03-31

Grant: Close

Statistical tests based on empirical processes

Open Date: 2014-04-01

Close Date: 2015-03-31

Grant: Close

Statistical tests based on empirical processes

Open Date: 2013-04-01

Close Date: 2014-03-31

Grant: Close

MPrime Network (formerly MITACS) / Réseau MPrime (autrefois MITACS)

Open Date: 2013-04-01

Close Date: 2014-03-31

Articles (14)

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2025

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2022

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2020

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2020

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2020

Collaborators (3)

Yiping Guo

Professor

McMaster University

CANADA

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Anatoliy Swishchuk

University of Calgary

CANADA

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Bouchra R. Nasri

Assistant professor

Université de Montréal

CANADA

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Bruno Remillard

Research Interests

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Contact this professor

About

Recent Grants

Articles (14)

Central limit theorems for martingales-II: convergence in the weak dual topology

On factor copula-based mixed regression models

MULTIVARIATE HAWKES-BASED MODELS IN LIMIT ORDER BOOK: EUROPEAN AND SPREAD OPTION PRICING

Tests of independence and randomness for arbitrary data using copula-based covariances

Large deviations for the Yule–Walker estimator of near critical autoregressive processes

Are information criteria good enough to choose the right the number of regimes in hidden Markov models?

Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives

A two-factor structural model for valuing corporate securities

Central limit theorems for martingales-I: Continuous limits

A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis

A random walk through Canadian contributions on empirical processes and their applications in probability and statistics

Multivariate General Compound Point Processes in Limit Order Books

Modeling Hydrological Inflow Persistence Using Paleoclimate Reconstructions on the Québec‐Labrador (Canada) Peninsula

Goodness‐of‐fit for regime‐switching copula models with application to option pricing

Collaborators (3)

Yiping Guo

Anatoliy Swishchuk

Bouchra R. Nasri

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