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Christian Gourieroux

45

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630

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Negative Binomial Autoregressive Process

2018
- Yang Lu
- Christian Gourieroux
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Beta Risk in the Cross-Section of Equities

2017 Review of Financial Studies
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Spread Term Structure and Default Correlation

2016 Annals of economics and statistics
- Patrick Gagliardini
- Christian Gourieroux
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The Double Default Value-of-the-Firm Model

2016 Journal of Credit Risk
- Christian Gourieroux
- Alain Monfort
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Structural Dynamic Analysis of Systematic Risk

2016
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Love and death: A Freund model with frailty

2015
- Christian Gourieroux
- Yang Lu
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Love and death: A Freund model with frailty

2015
- Christian Gourieroux
- Yang Lu
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Love and death: A Freund model with frailty

2015
- Christian Gourieroux
- Yang Lu
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Bon ou mauvais usage des notations

2008
- Christian Gourieroux
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Car And Affine Processes

2008
- Christian Gourieroux
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