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~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Credit risk"
~subject:"Risk premium"
~type_genre:"Aufsatz im Buch"
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Government policies, residential mortgage defaults, and the boom and bust cycle of housing prices
Ascheberg, Marius
;
Jarrow, Robert A.
;
Kraft, Holger
; …
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 183-216)
.
2013
Persistent link: https://www.econbiz.de/10010412565
Saved in:
2
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
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Pricing with wishart risk factors
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Financial engineering
,
(pp. 163-182)
.
2008
Persistent link: https://www.econbiz.de/10003567117
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