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~subject:"Zinsstruktur"
~subject:"Ökonometrie"
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Search: "Monfort, Alain"
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Monfort, Alain
5
Renne, Jean-Paul
3
Roussellet, Guillaume
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Gouriéroux, Christian
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Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
2
A tribute to Edmond Malinvaud : introduction to the special issue
Mairesse, Jacques
;
Monfort, Alain
;
Picard, Pierre
; …
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011744354
Saved in:
3
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
4
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
5
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
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