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 | |
| Default Risk in Corporate Yield Spreads | 4 | 11 | 47 | 189 | 7 | 35 | 167 | 570 |
| Empirical Martingale Simulation for Asset Prices | 6 | 17 | 65 | 1,116 | 17 | 50 | 178 | 3,482 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 11 | 33 | 155 | 1,640 | 22 | 77 | 339 | 4,516 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 10 | 27 | 98 | 765 | 21 | 80 | 308 | 2,458 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 1 | 5 | 25 | 504 | 9 | 20 | 98 | 1,099 |
| Total Working Papers | 32 | 93 | 390 | 4,214 | 76 | 262 | 1,090 | 12,125 |
| 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 | 2 | 20 | 45 | 224 | 4 | 25 | 66 | 347 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 2 | 13 | 43 | 235 | 5 | 31 | 89 | 487 |
| Estimation of GARCH process in the presence of structural change | 1 | 3 | 11 | 49 | 1 | 4 | 25 | 120 |
| Maximum likelihood estimation of deposit insurance value with interest rate risk | 0 | 1 | 8 | 49 | 1 | 7 | 28 | 143 |
| Seasonal BVAR models: A search along some time domain priors | 1 | 3 | 6 | 11 | 2 | 4 | 10 | 43 |
| Total Journal Articles | 6 | 40 | 113 | 568 | 13 | 71 | 218 | 1,140 |
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