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~person:"Gouriéroux, Christian"
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Credit risk
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Gouriéroux, Christian
Abbring, Jaap H.
27
Berg, Gerard J. van den
27
Horny, Guillaume
20
Hess, Wolfgang
18
Persson, Maria
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Men, Zhongxian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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:
2
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
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