Access Statistics for Jean-Guy Simonato
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors | 4 | 11 | 45 | 125 | 15 | 39 | 196 | 440 |
| American GARCH Option Pricing by a Markov Chain Approximation | 0 | 4 | 17 | 322 | 0 | 7 | 26 | 500 |
| Default Risk in Corporate Yield Spreads | 5 | 11 | 48 | 248 | 25 | 52 | 185 | 805 |
| Empirical Martingale Simulation for Asset Prices | 8 | 22 | 73 | 1,221 | 14 | 48 | 196 | 3,745 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 10 | 26 | 150 | 1,826 | 26 | 64 | 309 | 4,915 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 3 | 10 | 63 | 846 | 10 | 32 | 189 | 2,709 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 1 | 3 | 23 | 533 | 3 | 14 | 58 | 1,171 |
| The Estimation of Deposit Insurance with Interest Rate Risk | 0 | 0 | 0 | 0 | 3 | 4 | 21 | 873 |
| Total Working Papers | 31 | 87 | 419 | 5,121 | 96 | 260 | 1,180 | 15,158 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| American option pricing under GARCH by a Markov chain approximation | 1 | 9 | 32 | 264 | 2 | 15 | 54 | 413 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 1 | 3 | 32 | 284 | 2 | 10 | 72 | 595 |
| Estimation of GARCH process in the presence of structural change | 0 | 1 | 1 | 51 | 0 | 4 | 10 | 134 |
| Maximum likelihood estimation of deposit insurance value with interest rate risk | 0 | 1 | 13 | 66 | 1 | 6 | 25 | 173 |
| Seasonal BVAR models: A search along some time domain priors | 0 | 0 | 0 | 11 | 1 | 6 | 8 | 51 |
| Total Journal Articles | 2 | 14 | 78 | 676 | 6 | 41 | 169 | 1,366 |
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