The following pages link to Jean-Paul Renne (Q322787):
Displaying 13 items.
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
- (Q473222) (redirect page) (← links)
- Erratum to ``Pricing default events: surprise, exogeneity and contagion'' (Q473223) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- (Q2102859) (redirect page) (← links)
- Required capital for long-run risks (Q2102860) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- A model of the euro-area yield curve with discrete policy rates (Q2691694) (← links)
- Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* (Q4554710) (← links)
- Disastrous Defaults (Q5022748) (← links)
- Identification and Estimation in Non-Fundamental Structural VARMA Models (Q5049125) (← links)
