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Multi-lag term structure models with stochastic risk premia
Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003468040
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A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
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(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian; Monfort, Alain - 2006
Persistent link: https://www.econbiz.de/10003468607
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On the completeness condition in nonparametric instrumental problems
dH̉aultfoeuilli, Xavier - 2006
Persistent link: https://www.econbiz.de/10003468639
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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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A storage model with random release rate for modelling exposure to food contaminants
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica - 2006
Persistent link: https://www.econbiz.de/10003447900
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Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003447913
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Merits and drawbacks of variance targeting in GARCH models
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935355
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Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
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Treatment evaluation in the case of interactions within markets
Ferracci, Marc; Jolivet, Grégory; Berg, Gerard J. van den - 2009
Persistent link: https://www.econbiz.de/10003988264