Maciej Augustyniak

Maximum Likelihood Estimation of the Markov-Switching GARCH Model

Maciej Augustyniak, 2014, Comput. Stat. Data Anal..

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

Alexandru Badescu, Jean-François Bégin, Maciej Augustyniak, 2021, Journal of Econometrics.

An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products

Maciej Augustyniak, Mathieu Boudreault, Mathieu Boudreault, 2012 .

Risk Management of Policyholder Behavior in Equity Linked Life Insurance

Carole Bernard, Maciej Augustyniak, Anne MacKay, 2015 .

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

Manuel Morales, Maciej Augustyniak, Mathieu Boudreault, 2017 .

Risk Management of Policyholder Behavior in Equity‐Linked Life Insurance

Carole Bernard, Maciej Augustyniak, Anne MacKay, 2017 .