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person:"Gouriéroux, Christian"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Konrad, Kai A."
~subject:"Kreditrisiko"
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Kreditrisiko
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Gouriéroux, Christian
Konrad, Kai A.
Monfort, Alain
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Calvori, Francesco
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of banking & finance
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Annales d'économie et de statistique
1
Documents de travail / Banque de France
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of empirical finance
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L' Actualité économique : revue trimest.
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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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:
2
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Saved in:
3
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
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