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Yield curve
Theorie
340
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338
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143
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143
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64
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61
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61
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Gouriéroux, Christian
35
Monfort, Alain
16
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6
Sufana, Razvan
6
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5
Renne, Jean-Paul
5
Scaillet, Olivier
5
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5
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4
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4
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3
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2
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2
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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2
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2
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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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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2
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
3
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
Saved in:
4
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
5
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
6
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:
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
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8
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
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9
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
10
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
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