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BILINEAR TERM STRUCTURE MODEL
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Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Journal of econometrics
20
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The econometrics of efficient portfolios
Gourieroux, C.
;
Monfort, A.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10007225897
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2
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10007895086
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3
Sensitivity analysis of Values at Risk
Gourieroux, C.
;
Laurent, J.P.
;
Scaillet, O.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 225-246
Persistent link: https://www.econbiz.de/10007241092
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
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
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