Narrow search
Showing 1 - 7 of 7
Cover Image
Econometric asset pricing modelling
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 407-458
Persistent link: https://www.econbiz.de/10003778936
Cover Image
Affine models for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, V. - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Cover Image
Switiching VARMA term structure models
Monfort, Alain; Pegoraro, Fulvio - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Cover Image
Default, liquidity, and crises : an econometric framework
Monfort, Alain; Renne, Jean-Paul - In: Journal of financial econometrics : official journal of … 11 (2013) 2, pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Cover Image
Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Cover Image
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick; Gouriéroux, Christian; Monfort, Alain - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Cover Image
Kernel-based indirect inference
Billio, Monica; Monfort, Alain - In: Journal of financial econometrics : official journal of … 1 (2003) 3, pp. 297-326
Persistent link: https://www.econbiz.de/10002214119