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Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian; Monfort, Alain - 2007
Persistent link: https://www.econbiz.de/10003618126
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Switiching VARMA term structure models
Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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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
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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
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Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009381803
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Default, liquidity and crises : an econometric framework
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009381919
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Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009552659
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ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
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Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain; Renne, Jean-Paul - In: Review of finance : journal of the European Finance … 18 (2014) 6, pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
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Statistical inference for independent component analysis
Gouriéroux, Christian; Monfort, Alain - 2015
Persistent link: https://www.econbiz.de/10011288577