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~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Yield curve"
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Gouriéroux, Christian
Bekaert, Geert
59
Jarrow, Robert A.
57
Campbell, John Y.
55
Rudebusch, Glenn D.
55
Stambaugh, Robert F.
47
Fabozzi, Frank J.
45
Gollier, Christian
45
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44
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40
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37
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35
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34
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34
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34
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33
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33
Singleton, Kenneth J.
33
Longstaff, Francis A.
32
He, Xue-zhong
31
Hens, Thorsten
31
Gagliardini, Patrick
30
Madan, Dilip B.
30
Yaron, Amir
30
Harvey, Campbell R.
29
Hodrick, Robert J.
29
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28
Scaillet, Olivier
28
Engstrom, Eric
27
Shiller, Robert J.
27
Zhou, Guofu
27
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26
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26
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25
Diebold, Francis X.
25
Kan, Raymond
25
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25
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24
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16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
39
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1
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
2
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
3
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
4
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
5
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
6
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
7
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:
8
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
9
Prediction of contingent price measures
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000863427
Saved in:
10
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
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