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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Gouriéroux, Christian"
~person:"Maciag, Jakob"
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Gouriéroux, Christian
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Série des documents de travail / Centre de Recherche en Économie et Statistique
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Documents de travail / Banque de France
2
Journal of econometrics
2
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1
Annals of economics and statistics
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of risk
1
L' Actualité économique : revue trimest.
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
Tools and techniques
1
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ECONIS (ZBW)
11
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1
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
2
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
3
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
4
Granularity in a qualitative factor model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 29-61
Persistent link: https://www.econbiz.de/10003927492
Saved in:
5
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553161
Saved in:
6
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
7
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
8
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
9
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
10
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
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