//--> //--> //--> //-->
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
~subject:"Yield curve"
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: person:"Gouriéroux, C."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
214
Theory
214
Estimation theory
92
Schätztheorie
92
Time series analysis
43
Zeitreihenanalyse
43
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Ökonometrie
22
Econometrics
21
Estimation
20
Schätzung
20
France
19
Frankreich
19
Risikoprämie
19
Risk premium
19
Volatility
19
Volatilität
19
Risikomaß
17
Risk measure
17
Statistical theory
17
Statistische Methodenlehre
17
Shock
16
Schock
15
ECONOMETRICS
14
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
economic models
14
Risikomanagement
13
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
16
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
16
Working Paper
16
Graue Literatur
15
Non-commercial literature
15
Article in journal
14
Aufsatz in Zeitschrift
14
Amtsdruckschrift
3
Government document
3
more ...
less ...
Language
All
English
30
Author
All
Gouriéroux, Christian
30
Monfort, Alain
13
Sufana, Razvan
6
Scaillet, Olivier
5
Renne, Jean-Paul
3
Clément, Emmanuelle
2
Dubecq, Simon
2
Lu, Yang
2
Pegoraro, Fulvio
2
Polimenis, Vassilis
2
Dubec, Simon
1
Gagliardini, Patrick
1
Monfort, A.
1
Polimenis, V.
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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
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)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
5
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
Saved in:
6
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
7
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:
8
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
9
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
10
Discrete time Wishart term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of economic dynamics & control
35
(
2011
)
6
,
pp. 815-824
Persistent link: https://www.econbiz.de/10009241681
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->