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person:"Monfort, Alain"
~subject:"ARMA-Modell"
~subject:"Yield curve"
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Search: subject_exact:"Zinsstrukturkurve"
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ARMA-Modell
Yield curve
Zinsstruktur
44
Theorie
23
Theory
23
Credit risk
19
Kreditrisiko
19
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9
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Monfort, Alain
Rudebusch, Glenn D.
103
Christensen, Jens H. E.
65
Akram, Tanweer
63
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Kaminska, Iryna
36
Mishkin, Frederic S.
36
Gollier, Christian
35
Schlögl, Erik
35
Wei, Min
35
Sarno, Lucio
33
Dewachter, Hans
32
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
29
Fabozzi, Frank J.
27
Guidolin, Massimo
27
Jondeau, Eric
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Annales d'économie et de statistique
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Developments in macro-finance Yield curve modelling
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Dynamique des marchés financiers et prévisions
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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ECONIS (ZBW)
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41
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
42
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
Saved in:
43
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
Saved in:
44
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
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