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 | 0 | 0 | 0 | 210 | 1 | 1 | 3 | 816 |
| American GARCH Option Pricing by a Markov Chain Approximation | 0 | 0 | 1 | 344 | 0 | 0 | 3 | 588 |
| Default Risk in Corporate Yield Spreads | 0 | 0 | 0 | 341 | 0 | 0 | 2 | 1,389 |
| Empirical Martingale Simulation for Asset Prices | 0 | 0 | 1 | 1,394 | 1 | 3 | 6 | 4,312 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 0 | 4 | 7 | 2,425 | 1 | 9 | 17 | 6,094 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 0 | 0 | 1 | 912 | 0 | 1 | 3 | 2,951 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 0 | 0 | 0 | 557 | 0 | 1 | 1 | 1,276 |
| The Estimation of Deposit Insurance with Interest Rate Risk | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 967 |
| Total Working Papers | 0 | 4 | 10 | 6,183 | 3 | 15 | 35 | 18,393 |
| 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 | 0 | 0 | 2 | 417 | 1 | 3 | 7 | 753 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 0 | 0 | 5 | 392 | 0 | 1 | 12 | 906 |
| Estimation of GARCH process in the presence of structural change | 0 | 0 | 0 | 60 | 0 | 0 | 1 | 169 |
| Maximum likelihood estimation of deposit insurance value with interest rate risk | 0 | 0 | 0 | 103 | 0 | 1 | 3 | 280 |
| Seasonal BVAR models: A search along some time domain priors | 0 | 1 | 1 | 23 | 1 | 3 | 7 | 104 |
| Total Journal Articles | 0 | 1 | 8 | 995 | 2 | 8 | 30 | 2,212 |
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