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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - 2004
Persistent link: https://www.econbiz.de/10002598018
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
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Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian; Monfort, Alain - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
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Survival of hedge funds : frailty vs contagion
Darolles, Serge; Gagliardini, Patrick; Gouriéroux, … - 2012
Persistent link: https://www.econbiz.de/10010188790
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Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian; Heam, J.-C. - 2013
Persistent link: https://www.econbiz.de/10010342724
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The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian; Jasiak, Joann - 2007
Persistent link: https://www.econbiz.de/10003420329
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Control and out-of-sample validation of dependent risks
Gouriéroux, Christian; Liu, Wei - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 683-707
Persistent link: https://www.econbiz.de/10003877772