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Spread term structure and default correlation
Gagliardini, Patrick; Gouriéroux, Christian - In: Annals of economics and statistics 123/124 (2016), pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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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/10001476780
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1998
Persistent link: https://www.econbiz.de/10000980200
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1997
Persistent link: https://www.econbiz.de/10000980279
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311
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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
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000893310
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Affine term structure models
Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2002
Persistent link: https://www.econbiz.de/10001742490
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Whishart quadratic term structure models
Gouriéroux, Christian; Sufana, Razvan - 2003
Persistent link: https://www.econbiz.de/10002170564