//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Monfort, Alain"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Case study"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
14
Derivative
14
Option pricing theory
7
Optionspreistheorie
7
Theorie
6
Theory
6
Credit risk
4
Insolvency
4
Insolvenz
4
Kreditrisiko
4
Asymmetric information
3
Asymmetrische Information
3
Credit derivative
3
Financial services
3
Finanzdienstleistung
3
Kreditderivat
3
Risikoprämie
3
Risk premium
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
ARCH model
2
ARCH-Modell
2
Core
2
Disaster
2
Electricity price
2
Estimation theory
2
Katastrophe
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Strompreis
2
Anleihe
1
Ansteckungseffekt
1
Bond
1
Börsenkurs
1
CAPM
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Case study
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
14
Author
All
Monfort, Alain
Lien, Da-hsiang Donald
58
McAleer, Michael
41
Broll, Udo
35
Benth, Fred Espen
31
Chang, Chia-Lin
28
Gouriéroux, Christian
27
Kit, Pong Wong
25
Jarrow, Robert A.
24
Härdle, Wolfgang
23
Platen, Eckhard
22
Hull, John
20
Irwin, Scott H.
20
Webb, Robert I.
20
Subrahmanyam, Marti G.
19
Fabozzi, Frank J.
18
Frino, Alex
18
García, Philip
18
Wolfers, Justin
18
Korn, Olaf
17
Ryu, Doojin
17
Prokopczuk, Marcel
16
Brigo, Damiano
15
Burnside, Craig
15
Carr, Peter
15
Stulz, René M.
15
Tse, Yiuman
15
Wang, Xingchun
15
White, Alan
15
Acharya, Viral V.
14
Brooks, Robert
14
Faff, Robert W.
14
Gannon, Gerard L.
14
Pelizzon, Loriana
14
Whaley, Robert E.
14
Joshi, Mark S.
13
Kavussanos, Manolis G.
13
Odening, Martin
13
Schwartz, Eduardo S.
13
Zitzewitz, Eric
13
more ...
less ...
Published in...
All
Journal of econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Les notes d'études et de recherche : NER
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of credit risk : published quarterly by Incisive Media
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
4
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:
5
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
6
Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591596
Saved in:
7
Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
- In:
Review of derivatives research
15
(
2012
)
3
,
pp. 217-256
Persistent link: https://www.econbiz.de/10009709687
Saved in:
8
Joint econometric modeling of spot electricity prices, forwards and options
Monfort, Alain
;
Féron, Olivier
-
2011
Persistent link: https://www.econbiz.de/10009406340
Saved in:
9
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
10
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->