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433
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61
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46
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29
Renault, Eric
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Lu, Yang
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81
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
82
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
83
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
Saved in:
84
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
85
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
86
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
87
Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian
;
Monfort, Alain
-
2007
Persistent link: https://www.econbiz.de/10003618126
Saved in:
88
Pricing with wishart risk factors
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Financial engineering
,
(pp. 163-182)
.
2008
Persistent link: https://www.econbiz.de/10003567117
Saved in:
89
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
90
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
Saved in:
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