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language:"fra"
subject:"Theorie"
~language:"eng"
~person:"Gouriéroux, Christian"
~person:"Naegelen, Florence"
~person:"Walliser, Bernard"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Theorie
Theory
Estimation theory
23
Schätztheorie
23
CAPM
13
Derivat
12
Derivative
12
Portfolio selection
12
Portfolio-Management
12
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Gouriéroux, Christian
Naegelen, Florence
Walliser, Bernard
Güth, Werner
240
Gersbach, Hans
220
Härdle, Wolfgang
200
Pestieau, Pierre
198
Pesaran, M. Hashem
194
Snower, Dennis J.
194
Artus, Patrick
187
Nijkamp, Peter
187
Acemoglu, Daron
186
Koskela, Erkki
178
Zenou, Yves
177
Stark, Oded
170
Franses, Philip Hans
145
Razin, Asaf
142
Ploeg, Frederick van der
140
Cremer, Helmuth
137
Helpman, Elhanan
137
Thisse, Jacques-François
136
Kehoe, Patrick J.
132
Keuschnigg, Christian
132
Svensson, Lars E. O.
132
Aronsson, Thomas
130
Herings, Peter Jean-Jacques
128
Konrad, Kai A.
127
Haufler, Andreas
123
Heckman, James J.
123
Saint-Paul, Gilles
122
Creedy, John
121
Verhoef, Erik T.
118
Phillips, Peter C. B.
116
Broll, Udo
115
Aizenman, Joshua
113
Grossman, Gene M.
113
Kaplow, Louis
113
Shavell, Steven
111
Tsadḳah, Efrayim
111
McAleer, Michael
106
Diewert, Walter E.
104
Galí, Jordi
104
Dijk, Herman K. van
103
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Série des documents de travail / Centre de Recherche en Économie et Statistique
66
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
16
Centre d'Enseignement et de Recherche en Analyse Socio-Economique
4
Research paper series / Swiss Finance Institute
4
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4
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3
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CEA_372Cass working paper series
1
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1
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ECONIS (ZBW)
103
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21
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30
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103
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21
Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806842
Saved in:
22
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
23
Efficient derivate pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10003333856
Saved in:
24
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
25
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
26
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
27
Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597934
Saved in:
28
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
29
Whishart quadratic term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2003
Persistent link: https://www.econbiz.de/10002170564
Saved in:
30
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
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