CREST Working Papers Series No. 2022-03
Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis
CREST Working Papers Series No. 2021-06
by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante
Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas
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
