//--> //--> //-->
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
~person:"Gouriéroux, Christian"
~subject:"Markov-Kette"
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:"Term structure of interest rates"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Yield curve
30
Zinsstruktur
30
Theorie
19
Theory
19
Credit risk
7
Kreditrisiko
7
Derivat
6
Derivative
6
Anleihe
5
Bond
5
Option pricing theory
4
Optionspreistheorie
4
Markov chain
3
Zero-Bond
3
Zero-coupon bond
3
Arbitrage Pricing
2
Arbitrage pricing
2
Bubbles
2
CAPM
2
Corporate bond
2
Credit derivative
2
Duration analysis
2
Exchange rate
2
Finite dimensional dependence
2
Geldpolitik
2
Insolvency
2
Insolvenz
2
Kreditderivat
2
Monetary policy
2
Risikoprämie
2
Risk premium
2
Spekulationsblase
2
Statistische Bestandsanalyse
2
Stochastic process
2
Stochastischer Prozess
2
Unternehmensanleihe
2
Wechselkurs
2
term structure
2
Affine Process
1
more ...
less ...
Online availability
All
Undetermined
1
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
Gouriéroux, Christian
Chiarella, Carl
5
Christiansen, Charlotte
5
Elliott, Robert J.
5
Calice, Giovanni
4
Frömmel, Michael
4
Harding, Don
4
MacDonald, Ronald
4
Menkhoff, Lukas
4
Miao, Rong Hui
4
Pagan, Adrian R.
4
Bhar, Ramaprasad
3
Björk, Tomas
3
D'Amico, Guglielmo
3
Dewachter, Hans
3
Filipović, Damir
3
Ioannidis, Christos
3
Kang, Kyu Ho
3
Macrina, Andrea
3
Mikkelsen, Peter
3
Monfort, Alain
3
Sola, Martin
3
Spagnolo, Fabio
3
Sögner, Leopold
3
Toffano, Priscilla
3
Ahrens, Ralf
2
Allen, David E.
2
Avdoulas, Christos
2
Bansal, Ravi
2
Bekiros, Stelios
2
Beyaert, Arielle
2
Casarin, Roberto
2
Dionne, Georges
2
Duffie, Darrell
2
Eberlein, Ernst
2
Elhouar, Mikael
2
Felpel, Mike
2
Fischer, Henning
2
Frühwirth, Manfred
2
Gauthier, Geneviève
2
more ...
less ...
Published in...
All
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->