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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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CORE discussion paper : DP
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Journal of econometrics
32
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16
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15
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10
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9
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8
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7
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7
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7
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6
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6
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6
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5
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5
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5
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5
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4
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ECONIS (ZBW)
27
OLC EcoSci
2
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1
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
3
BILINEAR TERM STRUCTURE MODEL
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008770330
Saved in:
4
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10008821262
Saved in:
5
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
6
Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques
Gouriéroux, Christian
;
Peaucelle, Irina
-
1993
Persistent link: https://www.econbiz.de/10000884611
Saved in:
7
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001485343
Saved in:
8
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001390185
Saved in:
9
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
10
Modes de négociation et caractèristiques de marché
Gouriéroux, Christian
;
LeFol, Gaëlle
-
1997
Persistent link: https://www.econbiz.de/10000977893
Saved in:
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