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Estimation of the term structu...
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Gouriéroux, Christian
433
Scaillet, Olivier
322
Monfort, Alain
111
Scaillet, O.
87
Gagliardini, Patrick
66
Jasiak, Joann
61
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Lu, Yang
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26
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Série des documents de travail / Centre de Recherche en Économie et Statistique
111
Journal of econometrics
49
Research paper series / Swiss Finance Institute
42
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38
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33
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
Working Paper
26
FAME Research Paper Series
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
21
Annales d'économie et de statistique
18
FAME research paper series
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Swiss Finance Institute Research Paper Series
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Econometric theory
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economics Papers from University Paris Dauphine
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Journal of empirical finance
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Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance and stochastics
7
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L'Actualité Economique
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1
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
2
Unemployment insurance and mortgages
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000888455
Saved in:
3
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
4
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
6
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Saved in:
7
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
8
Non-nested hypotheses and instrumental models
Dhaene, Geert
;
Gouriéroux, Christian
;
Scaillet, Olivier
-
1996
Persistent link: https://www.econbiz.de/10000927795
Saved in:
9
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000980200
Saved in:
10
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
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