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Alain-Philippe Fortin

Université de Montréal (from arXiv:2306.14004, 2023) · OpenAlex

3 papers in scope · 3 published · 2 on the econ.EM arXiv · 28 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Donggyu Kim
  2. Sung Hoon Choi
  3. Philipp Gersing
  4. Minseog Oh
  5. Patrick Gagliardini
  6. Dong-Gyu Kim
  7. Matteo Barigozzi
  8. Olivier Scaillet
  9. Jushan Bai
  10. Marc Hallin
  11. Serena Ng
  12. Matteo Luciani
  13. Diego Fresoli
  14. Pilar Poncela
  15. Guillaume Coqueret
  16. Martial Laguerre
  17. Christoph Alexander Rüst
  18. Manfred Deistler
  19. Esther Ruiz
  20. Yuan Liao

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 3)

published2023 · Journal of Financial Econometrics · 10 citations · first circulated 2022
published2023 · Journal of Econometrics · 8 citations
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?
published2022 · International Journal of Forecasting · 10 citations · first circulated 2018
with Jean-Guy Simonato, Georges Dionne

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.