Narrow search
Showing 21 - 30 of 730
Cover Image
Pricing with splines
Gouriéroux, Christian; Monfort, Alain - In: Annales d'économie et de statistique 82 (2006), pp. 3-33
Persistent link: https://www.econbiz.de/10003510977
Cover Image
Granularity in a qualitative factor model
Gouriéroux, Christian; Monfort, Alain - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 29-61
Persistent link: https://www.econbiz.de/10003927492
Cover Image
ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
Cover Image
Statistical inference for independent component analysis
Gouriéroux, Christian; Monfort, Alain - 2015
Persistent link: https://www.econbiz.de/10011288577
Cover Image
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian; Heam, Jean-Cyprian; Monfort, Alain - 2013
Persistent link: https://www.econbiz.de/10009753234
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
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian; Héam, J.-C.; Monfort, Alain - In: The Canadian journal of economics 45 (2012) 4, pp. 1273-1309
Persistent link: https://www.econbiz.de/10009689586
Cover Image
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian; Monfort, Alain; Ghysels, Eric - In: Econometric theory 28 (2012) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
Cover Image
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian; Heam, Jean-Cyprien; Monfort, Alain - 2012
Persistent link: https://www.econbiz.de/10009714009
Cover Image
Allocating systematic and unsystematic risks in a regulatory perspective
Gouriéroux, Christian; Monfort, Alain - 2011
Persistent link: https://www.econbiz.de/10009406397