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person:"Gouriéroux, Christian"
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Anleihe
7
Bond
7
Yield curve
5
Zinsstruktur
5
Theorie
4
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4
Markov chain
2
Markov-Kette
2
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affine models
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car process
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English
6
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Gouriéroux, Christian
Fabozzi, Frank J.
101
Choudhry, Moorad
26
Altman, Edward I.
21
Campbell, John Y.
15
Rudebusch, Glenn D.
15
Altavilla, Carlo
14
McCauley, Robert N.
14
Viceira, Luis M.
14
Hassan, M. Kabir
13
Livingston, Miles
13
Poterba, James M.
13
Saunders, Anthony
13
Tiwari, Aviral Kumar
13
Umar, Zaghum
13
Bühler, Wolfgang
12
Gambacorta, Leonardo
12
Guidolin, Massimo
12
Park, Donghyun
12
Syed Mabruk Billah
12
Tian, Shu
12
Xuan Vinh Vo
12
Zhou, Hao
12
Zhou, Lei
12
Abakah, Emmanuel Joel Aikins
11
Ariff, Mohamed
11
Avdjiev, Stefan
11
Caporale, Guglielmo Maria
11
Goldberg, Linda S.
11
Gürtler, Marc
11
Hale, Galina
11
Jarrow, Robert A.
11
Lai, Van Son
11
McMillan, David G.
11
Naifar, Nader
11
Renne, Jean-Paul
11
Schiaffi, Stefano
11
Swanson, Eric T.
11
Swinkels, Laurens
11
Wilkens, Marco
11
Becker, Bo
10
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Annales d'économie et de statistique
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Dynamique des marchés financiers et prévisions
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
7
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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
Procyclicité des régulations des marchés financiers
Auray, Stéphane
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010348563
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010348574
Saved in:
4
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
5
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
Saved in:
6
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
7
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
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