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 | 2 | 815 |
| American GARCH Option Pricing by a Markov Chain Approximation | 0 | 0 | 1 | 344 | 0 | 0 | 2 | 586 |
| Default Risk in Corporate Yield Spreads | 0 | 0 | 0 | 341 | 1 | 1 | 2 | 1,388 |
| Empirical Martingale Simulation for Asset Prices | 0 | 0 | 0 | 1,393 | 1 | 1 | 4 | 4,307 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 0 | 0 | 3 | 2,418 | 1 | 3 | 13 | 6,080 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 0 | 0 | 1 | 912 | 0 | 0 | 3 | 2,949 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 0 | 0 | 0 | 557 | 0 | 0 | 0 | 1,275 |
| The Estimation of Deposit Insurance with Interest Rate Risk | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 967 |
| Total Working Papers | 0 | 0 | 5 | 6,175 | 4 | 6 | 27 | 18,367 |
| 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 | 1 | 2 | 417 | 1 | 2 | 5 | 749 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 0 | 0 | 1 | 387 | 3 | 3 | 7 | 898 |
| Estimation of GARCH process in the presence of structural change | 0 | 0 | 0 | 60 | 1 | 1 | 2 | 169 |
| Maximum likelihood estimation of deposit insurance value with interest rate risk | 0 | 0 | 0 | 103 | 0 | 0 | 2 | 279 |
| Seasonal BVAR models: A search along some time domain priors | 0 | 0 | 1 | 22 | 1 | 1 | 5 | 100 |
| Total Journal Articles | 0 | 1 | 4 | 989 | 6 | 7 | 21 | 2,195 |
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