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B-mixing and moment properties of various GARCH, stochastic volatility and ACD models
Carrasco, Marine; Chen, Xiaohong - 1999
Persistent link: https://www.econbiz.de/10001421327
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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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Evidence on corporate private debt finance and the term structure of interest rates
Bronsard, Camille; Rosenwald, Fabienne; … - 1994
Persistent link: https://www.econbiz.de/10000886204
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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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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole; Frachot, Antoine; Geman, Hélyette - 1996
Persistent link: https://www.econbiz.de/10000936717
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Long-term interest rates in globalised markets
Christiansen, Hans; Pigott, Charles A. - 1997
Persistent link: https://www.econbiz.de/10000962064
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Multiregime term structure models
Gouriéroux, Christian; Scaillet, Olivier - 1997
Persistent link: https://www.econbiz.de/10000980279
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Le jeu du temps et de l'argent : le prêt à durée réductible
Roqueplo, Jean-Antoine - 1988
Persistent link: https://www.econbiz.de/10000772605
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Increasing financial market integration, real exchange rates and macroeconomic adjustment
Blundell-Wignall, Adrian - 1991
Persistent link: https://www.econbiz.de/10000808418