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Bilinear term structure model
Gouriéroux, Christian; Monfort, Alain - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon; Gouriéroux, Christian - 2010
Persistent link: https://www.econbiz.de/10009406003
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Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - 2013
Persistent link: https://www.econbiz.de/10010200003
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Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
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Linear-price term structure models
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 24 (2013), pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
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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 autoregressive model for stochastic risk
Gouriéroux, Christian - 2005
Persistent link: https://www.econbiz.de/10003333867
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Affine model for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2005
Persistent link: https://www.econbiz.de/10003333870
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Affine models for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, V. - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 494-530
Persistent link: https://www.econbiz.de/10003354119