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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1997
Persistent link: https://www.econbiz.de/10000980279
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Whishart quadratic term structure models
Gouriéroux, Christian; Sufana, Razvan - 2003
Persistent link: https://www.econbiz.de/10002170564