CREST Working Papers Series No. 2021-05
by Stefano Grassi and Francesco Violante
Uncertainty on the Reproduction Ratio in the SIR Model
CREST Working Papers Series No. 2020-31
by Sean Elliott and Christian Gouriéroux
Conditional asymmetry in ARCH(8) models
CREST Working Papers Series No. 2020-21
by Julien Royer
Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus
CREST Working Papers Series No. 2020-11
by Christian Gouriéroux and Joann Jasiak
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion
CREST Working Papers Series No. 2020-01
by Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne, and Guillaume Roussellet
On the construction of confidence intervals for ratios of expectations
CREST Working Papers Series No. 2019-07
by Alexis Derumigny, Lucas Girard and Yannick Guyonvarch
Noncausal Affine Processes with Applications to Derivative Pricing
CREST Working Papers Series No. 2019-02
by Christian Gouriéroux and Yang Lu