//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Duffee, Gregory R."
~person:"Gouriéroux, Christian"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"BGM model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
3
Zinsstruktur
3
Credit risk
2
Kreditrisiko
2
Theorie
2
Theory
2
Anleihe
1
Bond
1
Duration analysis
1
Geldpolitik
1
Markov chain
1
Markov-Kette
1
Monetary policy
1
Risikoprämie
1
Risk premium
1
Statistische Bestandsanalyse
1
affine models
1
car process
1
contagion
1
default risk
1
monetary policy
1
multi-horizon Laplace transform
1
regime switching
1
term structure
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Duffee, Gregory R.
Gouriéroux, Christian
Monfort, Alain
4
Audrino, Francesco
3
Pegoraro, Fulvio
2
Renne, Jean-Paul
2
Abbritti, Mirko
1
Almeida, Caio
1
Altavilla, Carlo
1
Ardison, Kym
1
Barone-Adesi, Giovanni
1
Bikbov, Ruslan
1
Boffelli, Simona
1
Chernov, Mikhail
1
Chib, Siddhartha
1
Christensen, Jens H. E.
1
Costantini, Riccardo
1
De Giorgi, Enrico
1
Duffee, Greg
1
Durham, Garland B.
1
Ferreira, Eva
1
Giacomini, Raffaella
1
Gil-Alaña, Luis A.
1
Gil-Bazo, Javier
1
Gospodinov, Nikolaj
1
Joslin, Scott
1
Kang, Kyu Ho
1
Knight, John L.
1
Kubudi, Daniela
1
Le, Anh
1
Li, Fuchun
1
Lovcha, Yuliya
1
Mira, Antonietta
1
Moreno, Antonio
1
Polimenis, V.
1
Rudebusch, Glenn D.
1
Simonsen, Axel
1
Singleton, Kenneth J.
1
Skintzi, Vasiliki D.
1
Stanton, Richard
1
Sufana, Razvan
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Documents de travail / Banque de France
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
1
Financial markets and asset pricing
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->