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source:"econis"
subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Gouriéroux, Christian"
~subject:"Yield curve"
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Schätztheorie
Yield curve
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276
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276
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32
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Giles, David E. A.
Gouriéroux, Christian
Härdle, Wolfgang
72
Phillips, Peter C. B.
59
Rudebusch, Glenn D.
59
Pesaran, M. Hashem
57
Diebold, Francis X.
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Monfort, Alain
42
Newey, Whitney K.
42
Bekaert, Geert
41
Swanson, Norman R.
39
Imbens, Guido
35
McAleer, Michael
35
Scaillet, Olivier
34
Gollier, Christian
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Granger, C. W. J.
28
Singleton, Kenneth J.
27
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Chiarella, Carl
25
Christensen, Jens H. E.
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Kohn, Robert
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Bera, Anil K.
24
Engle, Robert F.
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Krämer, Walter
24
Maravall Herrero, Agustín
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Stahlecker, Peter
24
Zakoïan, Jean-Michel
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Duration transition and count data models
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ECONIS (ZBW)
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1
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
2
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
4
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
5
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
6
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
7
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
8
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
10
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
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