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~subject:"Yield curve"
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Yield curve
Theorie
217
Theory
217
Estimation theory
93
Schätztheorie
93
Time series analysis
44
Zeitreihenanalyse
44
Kreditrisiko
35
Credit risk
34
Portfolio selection
34
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34
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30
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27
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27
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22
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21
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15
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Method of moments
14
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Option pricing theory
14
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14
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14
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English
30
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Gouriéroux, Christian
30
Monfort, Alain
13
Sufana, Razvan
6
Scaillet, Olivier
5
Renne, Jean-Paul
3
Clément, Emmanuelle
2
Dubecq, Simon
2
Lu, Yang
2
Pegoraro, Fulvio
2
Polimenis, Vassilis
2
Dubec, Simon
1
Gagliardini, Patrick
1
Monfort, A.
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Documents de travail / Banque de France
2
Journal of econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
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2
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000893310
Saved in:
3
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
4
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
Saved in:
5
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
Saved in:
6
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
7
A classification of two factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333863
Saved in:
8
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
9
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
10
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
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