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Switching VARMA term structure models : extended version
Monfort, Alain (contributor); Pegoraro, Fulvio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003796537
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Econometric asset pricing modelling
Bertholon, Henri (contributor); Monfort, Alain (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797008
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Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri (contributor); Monfort, Alain (contributor) - 2007
Persistent link: https://www.econbiz.de/10003591596
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Multi-lag term structure models with stochastic risk premia
Monfort, Alain (contributor); Pegoraro, Fulvio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003591599