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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
127
Journal of econometrics
125
Cahiers de recherche
84
Journal of Econometrics
50
CIRANO Working Papers
49
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
49
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometric theory
28
Journal of Business & Economic Statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Annales d'économie et de statistique
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Journal of empirical finance
21
Banque de France Working Paper
17
Documents de travail / Banque de France
17
Série des documents de travail
17
Working papers / Banque de France
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
L' Actualité économique : revue trimest.
16
Cahier / Département de Sciences Économiques, Université de Montréal
15
Econometric Theory
15
Econometric reviews
15
Journal of Financial Econometrics
14
Discussion paper / Centre for Economic Policy Research
13
Economics Papers from University Paris Dauphine
13
The review of financial studies
13
Econometrica
12
Journal of banking & finance
12
Journal of financial econometrics
12
Annales d'Economie et de Statistique
11
Toulouse - GREMAQ
10
CEPR Discussion Papers
9
CEPREMAP Working Papers (Couverture Orange)
9
Journal of Empirical Finance
9
Research paper series / Swiss Finance Institute
9
Annals of economics and statistics
8
L'Actualité Economique
8
ULB Institutional Repository
8
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ECONIS (ZBW)
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5
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Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
3
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
4
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
5
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
6
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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7
BILINEAR TERM STRUCTURE MODEL
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008770330
Saved in:
8
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10008821262
Saved in:
9
Long Memory in Continuous-Time Stochastic Volatility Models
Comte, Fabienne
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-324
Persistent link: https://www.econbiz.de/10008218988
Saved in:
10
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Garcia, Rene
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10008219270
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