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~person:"Gouriéroux, Christian"
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19
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7
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6
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English
30
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Gouriéroux, Christian
Rudebusch, Glenn D.
103
Christensen, Jens H. E.
65
Akram, Tanweer
63
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Krippner, Leo
46
Dewachter, Hans
45
Monfort, Alain
45
Diebold, Francis X.
44
Afonso, António
43
Chernov, Mikhail
42
Chiarella, Carl
41
Hamilton, James D.
41
Campbell, John Y.
39
Hördahl, Peter
39
Kim, Don H.
39
Wei, Min
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Kaminska, Iryna
37
Lyrio, Marco
36
Mishkin, Frederic S.
36
Gollier, Christian
35
Schlögl, Erik
35
Sarno, Lucio
33
Singleton, Kenneth J.
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Filipović, Damir
31
Joshi, Mark S.
31
Meldrum, Andrew
31
Bauer, Michael D.
30
Jarrow, Robert A.
30
Lemke, Wolfgang
30
D'Amico, Stefania
28
Fabozzi, Frank J.
27
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Documents de travail / Banque de France
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
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1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
Dynamique des marchés financiers et prévisions
1
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1
Journal of economic dynamics & control
1
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1
Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
30
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
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
Saved in:
5
A term
structure
model
with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
6
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
Saved in:
7
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
8
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
Saved in:
9
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
10
Discrete time Wishart term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of economic dynamics & control
35
(
2011
)
6
,
pp. 815-824
Persistent link: https://www.econbiz.de/10009241681
Saved in:
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