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 | 3 | 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 | 1 | 1 | 3 | 1,390 |
| Empirical Martingale Simulation for Asset Prices | 1 | 2 | 3 | 1,396 | 3 | 9 | 14 | 4,320 |
| Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter | 1 | 4 | 11 | 2,429 | 5 | 11 | 27 | 6,104 |
| Pricing Discretely Monitored Barrier Options by a Markov Chain | 1 | 1 | 1 | 913 | 2 | 2 | 4 | 2,953 |
| Seize the Moments: Approximating American Option Prices in the GARCH Framework | 0 | 0 | 0 | 557 | 0 | 0 | 1 | 1,276 |
| The Estimation of Deposit Insurance with Interest Rate Risk | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 968 |
| Total Working Papers | 3 | 7 | 15 | 6,190 | 13 | 28 | 57 | 18,418 |
| 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 | 1 | 417 | 0 | 1 | 6 | 753 |
| Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter | 0 | 1 | 6 | 393 | 0 | 5 | 16 | 911 |
| 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 | 2 | 281 |
| Seasonal BVAR models: A search along some time domain priors | 0 | 0 | 1 | 23 | 2 | 4 | 8 | 107 |
| Total Journal Articles | 0 | 1 | 8 | 996 | 2 | 11 | 33 | 2,221 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail