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Search: person:"Monfort, A."
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Theorie
80
Theory
80
Estimation theory
44
Schätztheorie
44
Yield curve
35
Zinsstruktur
35
Credit risk
28
Kreditrisiko
28
Time series analysis
18
Zeitreihenanalyse
18
CAPM
14
Derivat
14
Derivative
14
Econometrics
14
Ökonometrie
14
Statistical theory
11
Statistische Methodenlehre
11
economic models
11
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10
Option pricing theory
10
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10
Risikomaß
10
Risikoprämie
10
Risk measure
10
Risk premium
10
Schock
10
Schätzung
10
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10
VAR model
10
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10
Portfolio selection
9
Portfolio-Management
9
Anleihe
8
Bond
8
Identification
8
State space model
8
Zustandsraummodell
8
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8
Ansteckungseffekt
7
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7
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Free
47
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39
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Book / Working Paper
133
Article
113
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Arbeitspapier
77
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77
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74
Non-commercial literature
74
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63
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Language
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English
158
Undetermined
80
French
9
Author
All
Monfort, Alain
152
Gouriéroux, Christian
94
Monfort, A.
81
Gourieroux, C.
53
Renne, Jean-Paul
30
Pegoraro, Fulvio
25
Renault, Eric
13
Clément, Emmanuelle
9
Pegoraro, F.
9
Roussellet, Guillaume
8
Billio, M.
6
GOURIEROUX, C.
6
Gouriéroux, C.
6
MONFORT, A.
6
Monfort, A
6
Bertholon, Henri
5
Billio, Monica
5
Clement, E.
5
Holly, Alberto
5
Jardet, Caroline
5
Renault, E.
5
Renne, J-P.
5
Laffont, J. J.
4
Trognon, A.
4
Bertholon, H.
3
Gourieroux, C
3
Jardet, C.
3
Robert, C.P.
3
Robert, Christian P.
3
Rockinger, Michael
3
Tenreiro, Carlos
3
Brown, Bryan W.
2
De Toldi, M.
2
Dijk, Herman K. van
2
Dubecq, Simon
2
Féron, Olivier
2
Gagliardini, Patrick
2
Gallo, G.M.
2
Ghysels, Eric
2
Heam, J.C.
2
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Banque de France
15
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Econometric Society
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
Institut für Schweizerisches Bankwesen <Zürich>
1
National Bureau of Economic Research
1
National Centre of Competence in Research North South <Bern>
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
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Published in...
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Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Working papers / Banque de France
15
Documents de travail / Banque de France
13
Journal of econometrics
13
Série des documents de travail
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Annals of economics and statistics
4
Journal of Econometrics
4
Journal of banking & finance
4
Les notes d'études et de recherche : NER
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Annales d'économie et de statistique
3
Econometric reviews
3
Econometrica
3
Journal of Empirical Finance
3
Journal of empirical finance
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric Theory
2
Economie appliquée : archives de l'Institut de Sciences Mathématiques et Economiques Appliquées ; an international journal of economic analysis
2
Insurance / Mathematics & economics
2
Journal of Applied Econometrics
2
Journal of Financial Econometrics
2
Journal of applied econometrics
2
Journal of international money and finance
2
Research paper series / Swiss Finance Institute
2
Review of finance : journal of the European Finance Association
2
Statistics and econometric models
2
Swiss Finance Institute Research Paper
2
The journal of asset management
2
The journal of credit risk : published quarterly by Incisive Media
2
Themes in modern econometrics
2
Annales de l'INSEE
1
Astin bulletin : the journal of the International Actuarial Association
1
CEPREMAP Working Papers (Couverture Orange)
1
CORE lecture series
1
Cahiers de recherches économiques
1
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Source
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ECONIS (ZBW)
161
RePEc
70
OLC EcoSci
13
USB Cologne (business full texts)
1
Other ZBW resources
1
Showing
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Required capital for long-run risks
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543160
Saved in:
3
Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
4
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
5
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:
6
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:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
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