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Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick; Gouriéroux, Christian; Monfort, Alain - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
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Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
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The stability of factor models of interest rates
Audrino, Francesco; Barone-Adesi, Giovanni; Mira, Antonietta - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 422-441
Persistent link: https://www.econbiz.de/10002989126