René Ferland

University of Quebec at Montreal

P.O. Box 8888, Downtown Station

Succursale Centre Ville

Montreal, Quebec H3C 3P8

Canada

SCHOLARLY PAPERS

2

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74

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Scholarly Papers (2)

1.

Monetary Policy and Interest Rate Caps: A Regime-Shift Approach

Number of pages: 43 Posted: 27 Jun 2012
HEC Montreal - Department of Decision Sciences, HEC Montreal and University of Quebec at Montreal
Downloads 58 (370,533)

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Target rate, Regime-shift, Markov chain, Risk-neutral valuation, Option caps

2.

Integer-Valued GARCH Process

Journal of Time Series Analysis, Vol. 27, No. 6, pp. 923-942, November 2006
Number of pages: 20 Posted: 08 Oct 2006
René Ferland, Alain Latour and Driss Oraichi
University of Quebec at Montreal, Université Pierre Mendès-France and University of Montreal
Downloads 16 (557,001)
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