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~person:"Gouriéroux, Christian"
~subject:"Duration analysis"
~subject:"Theory"
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Term structure of interest rates"
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Duration analysis
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Zinsstruktur
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Amtsdruckschrift
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Gouriéroux, Christian
Scaillet, Olivier
2
Bronsard, Camille
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El Karoui, Nicole
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Frachot, Antoine
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Geman, Hélyette
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Lelyveld, Iman van
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Nymand-Andersen, Per
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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Whishart quadratic term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2003
Persistent link: https://www.econbiz.de/10002170564
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2
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
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3
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
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