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G

Guillaume Roussellet

Georgia Institute of Technology

10H指数
38论文数
297被引数
收录论文 5
发表时间
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Default Risk and the Pricing of US Sovereign Bonds
errJOURNAL OF FINANCE
IF9.5
err2026-01-01
err0
PREAI
errDittmar, Robert F.; Hsu, Alex; Roussellet, Guillaume; Simasek, Peter
err分享
err收藏
Scenario generation for long run interest rate risk assessment
errJOURNAL OF ECONOMETRICS
IF4
err2017-12-01
err7
PREAI
errEngle, Robert; Roussellet, Guillaume; Siriwardane, Emil
err分享
err收藏
Staying at zero with affine processes: An application to term structure modelling
errJOURNAL OF ECONOMETRICS
IF4
err2017-12-01
err31
errOAAI
errMonfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; Roussellet, Guillaume
err分享
err收藏
Credit and liquidity in interbank rates: A quadratic approach
errJOURNAL OF BANKING & FINANCE
IF3.8
err2016-07-01
err16
errOAAI
errDubecq, Simon; Monfort, Alain; Renne, Jean-Paul; Roussellet, Guillaume
err分享
err收藏
A Quadratic Kalman Filter
errJOURNAL OF ECONOMETRICS
IF4
err2015-07-01
err12
PREAI
errMonfort, Alain; Renne, Jean-Paul; Roussellet, Guillaume
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
R
Robert F. Engle
H 指数: 110 · 论文数: 483
A
Alain Monfort
H 指数: 39 · 论文数: 243
J
Jean‐Paul Renne
H 指数: 21 · 论文数: 104
R
Robert F. Dittmar
H 指数: 20 · 论文数: 60
F
Fulvio Pegoraro
H 指数: 17 · 论文数: 43
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