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~person:"Gouriéroux, Christian"
~person:"Uppal, Raman"
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A Simple Credit Risk Model wit...
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ECONIS (ZBW)
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1
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
2
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:
3
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
4
Contraintes bilinéaires : estimation et test
Gouriéroux, Christian
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 983-1011)
.
1988
Persistent link: https://www.econbiz.de/10001271472
Saved in:
5
Estimation des paramètres de court et long terme dans un processus markovien homogène
Fourgeaud, Claude
- In:
Mélanges économiques : essais en l'honneur de Edmond …
,
(pp. 953-982)
.
1988
Persistent link: https://www.econbiz.de/10001271473
Saved in:
6
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
7
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
8
Estimating short-run and long-run parameters in a homogeneous Markovian process
Fourgeaud, Claude
-
1990
Persistent link: https://www.econbiz.de/10001326577
Saved in:
9
Testing non-nested hypotheses
Gouriéroux, Christian
;
Monfort, Alain
-
1994
Persistent link: https://www.econbiz.de/10001327602
Saved in:
10
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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