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Frachot, Antoine
8
El Karoui, Nicole
2
Geman, Hélyette
2
Gouriéroux, Christian
2
Lesne, Jean-Philippe
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Journal de la Société de Statistique de Paris
2
Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Journal of international money and finance
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
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1
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1
Review of derivatives research
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ECONIS (ZBW)
8
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1
On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
Saved in:
2
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
Saved in:
3
A reexamination of the uncovered interest rate parity hypothesis
Frachot, Antoine
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 419-437
Persistent link: https://www.econbiz.de/10001205675
Saved in:
4
Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 11-36
Persistent link: https://www.econbiz.de/10001333821
Saved in:
5
Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
Saved in:
6
Expectations hypothesis and stochastic volatilities
Frachot, Antoine
;
Lesne, Jean-Philippe
-
1993
Persistent link: https://www.econbiz.de/10000878548
Saved in:
7
L'économétrie des données individuelles : l'exemple des remboursements anticipés
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
134
(
1993
)
1
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001145384
Saved in:
8
L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
Saved in:
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