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Sensitivity Analysis of Values...
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40
French
5
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Gouriéroux, Christian
24
Scaillet, Olivier
22
Broze, Laurence
4
Darolles, Serge
4
Gagliardini, Patrick
4
Fol, Gae͏̈lle Le
3
Renault, Olivier
3
Florens, Jean-Pierre
2
Jasiak, Joann
2
Leblanc, Boris
2
Medvedev, Alexey
2
Menoncin, Francesco
2
Peaucelle, Irina
2
Prigent, Jean-Luc
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gourieroux, Christian
1
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1
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1
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1
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1
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1
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1
Montmarquette, Claude
1
Phillips, Peter C.B.
1
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1
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1
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Journal of econometrics
10
L' Actualité économique : revue trimest.
5
Econometric theory
4
Annales d'économie et de statistique
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance : revue de l'Association Française de Finance
2
Finance and stochastics
2
Journal of banking & finance
2
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2
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2
Revue économique
2
The review of financial studies
2
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1
Economics letters
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Journal de la Société Française de Statistique
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of financial economics
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Journal of housing economics
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L' économétrie appliquée
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Managerial finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
RePEc
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ECONIS (ZBW)
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1
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10009918831
Saved in:
2
Sensitivity analysis of Values at Risk
Gourieroux, C.
;
Laurent, J.P.
;
Scaillet, O.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 225-246
Persistent link: https://www.econbiz.de/10007241092
Saved in:
3
Création d'actifs financiers et remboursements anticipés
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
3
,
pp. 227-245
Persistent link: https://www.econbiz.de/10009898945
Saved in:
4
Econométrie de la finance : l'exemple du risque de crédit
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
79
(
2003
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10009899133
Saved in:
5
Instrumental Models and Indirect Encompassing
Dhaene, Geert
;
Gourieroux, Christian
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10006789118
Saved in:
6
Optimal asset management for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
- In:
Managerial finance
32
(
2006
)
4
,
pp. 347-374
Persistent link: https://www.econbiz.de/10006542827
Saved in:
7
Indirect Inference, Nuisance Parameter, and Threshold Moving Average Models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10008215777
Saved in:
8
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218799
Saved in:
9
Path dependent options on yields in the affine term structure modely
Leblanc, Boris
;
Scaillet, Olivier
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-368
Persistent link: https://www.econbiz.de/10008218804
Saved in:
10
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10008221610
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