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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000856380
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Modèles linéaires à facteurs et structure a terme des taux d'intérêt
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000861395
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Prediction of contingent price measures
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000863427
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Prevision de mesures de prix contingents
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000869422
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Modèles de durée et effets de génération
Gouriéroux, Christian; Monfort, Alain - 1991
Persistent link: https://www.econbiz.de/10000828989
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian; Monfort, Alain - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000816423
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311
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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