Manuel Morales

University of Montreal

C.P. 6128 succursale Centre-ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

222

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure

The final publication is available at Springer - Methodology and Computing in Applied Probability (DOI: 10.1007/s11009-016-9541-4)
Number of pages: 33 Posted: 11 Dec 2013 Last Revised: 03 Jan 2017
University of Montreal - Department of Mathematics and Statistics, University of Quebec at Montreal (UQAM) and University of Montreal
Downloads 221 (141,963)
Citation 5

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Markov-switching, regime-switching, GARCH, particle filtering, path dependence, collapsing

2.

Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 841-866, 2012
Number of pages: 26 Posted: 23 Aug 2012
Frédéric Godin, Silvia Mayoral and Manuel Morales
Concordia University, Quebec - Department of Mathematics & Statistics, Universidad Carlos III de Madrid and University of Montreal
Downloads 1 (664,566)
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