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Journal of empirical finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Banque de France Working Paper
26
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17
Les cahiers de recherche / HEC Paris
17
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8
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5
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5
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4
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4
Ageing, health and pensions in Europe : an economic and social policy perspective
3
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The ET interview: Professor Edmond Malinvaud
Holly, Alberto
- In:
Econometric theory
3
(
1987
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001072727
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2
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
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3
A reappraisal of misspecified econometric models
Monfort, Alain
- In:
Econometric theory
12
(
1996
)
4
,
pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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4
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
;
Rockinger, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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5
Density functionals, with an option-pricing application
Abadir, Karim Maher
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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6
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
7
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian
;
Monfort, Alain
;
Ghysels, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
Saved in:
8
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
9
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
10
A general framework for testing a null hypothesis in a "mixed" form
Gouriéroux, Christian
- In:
Econometric theory
5
(
1989
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001065762
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