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Affine models for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, V. - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
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Default, liquidity, and crises : an econometric framework
Monfort, Alain; Renne, Jean-Paul - In: Journal of financial econometrics : official journal of … 11 (2013) 2, pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
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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
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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