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person:"Gouriéroux, Christian"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Gagliardini, Patrick"
~subject:"Credit risk"
~subject:"Risk premium"
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Gouriéroux, Christian
Gagliardini, Patrick
Duffie, Darrell
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Research paper series / Swiss Finance Institute
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Handbook of econometrics : Volume 7A
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The journal of credit risk : published quarterly by Incisive Media
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
2
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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