Narrow search
Showing 1 - 10 of 247
Cover Image
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian; Monfort, Alain - 2006
Persistent link: https://www.econbiz.de/10003468607
Cover Image
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian - 2005
Persistent link: https://www.econbiz.de/10003333867
Cover Image
Affine model for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2005
Persistent link: https://www.econbiz.de/10003333870
Cover Image
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009552659
Cover Image
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553161
Cover Image
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2013
Persistent link: https://www.econbiz.de/10009753236
Cover Image
Default, liquidity and crises : an econometric framework
Monfort, Alain; Renne, Jean-Paul - 2010
Persistent link: https://www.econbiz.de/10009406550
Cover Image
Granularity theory with application to finance and insurance
Gouriéroux, Christian; Gagliardini, Patrick - 2011
Persistent link: https://www.econbiz.de/10009412290
Cover Image
Limiting dependence structure for credit defaults
Charpentier, Arthur; Juri, Alessandro - 2004
Persistent link: https://www.econbiz.de/10002553887
Cover Image
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian; Monfort, Alain - 2002
Persistent link: https://www.econbiz.de/10001742494