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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Annals of economics and statistics"
~person:"Gouriéroux, Christian"
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Finance : revue de l'Association Française de Finance
Annals of economics and statistics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
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Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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2
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
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