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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
~type_genre:"Textbook"
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Search: subject_exact:"Capital asset pricing"
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Gouriéroux, Christian
9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
328
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98
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ECONIS (ZBW)
17
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1
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
-
2010
Persistent link: https://www.econbiz.de/10009406542
Saved in:
2
Efficiency in large dynamic panel models with common factor
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988271
Saved in:
3
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:
4
Econometric asset pricing modelling
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592181
Saved in:
5
Efficient derivate pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10003333856
Saved in:
6
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
7
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
8
Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597934
Saved in:
9
Aggregation of heterogeneous beliefs, assets pricing and risk sharing in complete financial markets
Calvet, Laurent E.
;
Grandmont, Jean-Michel
;
Lemaire, …
-
2004
Persistent link: https://www.econbiz.de/10002170649
Saved in:
10
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
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