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 | 0 | 2 | 4 | 818 |
| American GARCH Option Pricing by a Markov Chain Approximation | 0 | 0 | 0 | 344 | 0 | 1 | 3 | 589 |
| Default Risk in Corporate Yield Spreads | 0 | 0 | 0 | 341 | 0 | 1 | 3 | 1,390 |
| Empirical Martingale Simulation for Asset Prices | 0 | 2 | 3 | 1,396 | 2 | 10 | 16 | 4,322 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 0 | 4 | 11 | 2,429 | 1 | 11 | 27 | 6,105 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 0 | 1 | 1 | 913 | 2 | 4 | 6 | 2,955 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 0 | 0 | 0 | 557 | 1 | 1 | 2 | 1,277 |
| The Estimation of Deposit Insurance with Interest Rate Risk | 0 | 0 | 0 | 0 | 2 | 3 | 3 | 970 |
| Total Working Papers | 0 | 7 | 15 | 6,190 | 8 | 33 | 64 | 18,426 |
| 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 | 0 | 417 | 5 | 5 | 10 | 758 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 0 | 1 | 6 | 393 | 1 | 6 | 17 | 912 |
| Estimation of GARCH process in the presence of structural change | 0 | 0 | 0 | 60 | 1 | 1 | 2 | 170 |
| Maximum likelihood estimation of deposit insurance value with interest rate risk | 0 | 0 | 0 | 103 | 1 | 2 | 3 | 282 |
| Seasonal BVAR models: A search along some time domain priors | 0 | 0 | 1 | 23 | 1 | 4 | 9 | 108 |
| Total Journal Articles | 0 | 1 | 7 | 996 | 9 | 18 | 41 | 2,230 |
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