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subject:"Agency theory"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel"
~isPartOf:"NBER Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Warwick economic research papers"
~person:"Francq, Christian"
~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Heuristik"
~subject:"Probability theory"
~subject:"Theorie"
~type:"book"
~type_genre:"Working Paper"
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Agency theory
CAPM
Heuristik
Probability theory
Theorie
Theory
84
Estimation theory
27
Schätztheorie
27
Time series analysis
13
Zeitreihenanalyse
13
Portfolio selection
10
Portfolio-Management
10
Yield curve
9
Zinsstruktur
9
ARCH model
7
ARCH-Modell
7
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Derivative
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Frankreich
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3
Method of moments
3
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3
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3
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3
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3
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84
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79
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79
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53
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53
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English
77
French
7
Author
All
Francq, Christian
Gouriéroux, Christian
Drexl, Andreas
128
Kimms, Alf
61
Robert, Christian P.
42
Kolisch, Rainer
36
Sprecher, Arno
28
Haase, Knut
26
Wooders, Myrna Holtz
26
Briskorn, Dirk
25
Salewski, Frank
25
Schirmer, Andreas
25
Hartmann, Sönke
23
Monfort, Alain
21
Nippel, Peter
21
Redding, Stephen
21
De la Croix, David
19
Scaillet, Olivier
18
Zakoïan, Jean-Michel
18
Guégan, Dominique
17
Jouini, Elyès
16
Nikulin, Jurij V.
16
Clements, Michael P.
15
Jordan, Carsten
15
Albers, Sönke
14
Diewert, Walter E.
14
Hauschildt, Jürgen
14
Renault, Eric
14
Jasiak, Joann
13
Lockwood, Ben
13
Ottaviano, Gianmarco I. P.
13
Böhringer, Christoph
12
Comte, Fabienne
12
Laisney, François
12
Salanié, Bernard
12
Smith, Jeremy
12
Van der Linden, Bruno
12
Wauthy, Xavier Yves
12
Blackorby, Charles
11
Darolles, Serge
11
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Discussion paper
Journal of banking & finance
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
NBER Working Paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Warwick economic research papers
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
16
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
CORE discussion paper : DP
3
Documents de travail / Banque de France
3
CEA_372Cass working paper series
1
Cowles Foundation discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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ECONIS (ZBW)
84
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84
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1
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
2
The loss carry forward scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342673
Saved in:
3
The high water mark scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342674
Saved in:
4
Long term care and longevity
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010342741
Saved in:
5
Inference in non stationary asymmetric GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2013
Persistent link: https://www.econbiz.de/10010348528
Saved in:
6
Love and death : a Freund model with frailty
Gouriéroux, Christian
;
Lu, Yang
-
2013
Persistent link: https://www.econbiz.de/10010348561
Saved in:
7
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
8
Efficiency in large dynamic panel models with common factor
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988271
Saved in:
9
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988308
Saved in:
10
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
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