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1
Cours de probabilités : Annexe de Philippe Tassi
Monfort, Alain
-
1980
Persistent link: https://www.econbiz.de/10000074367
Saved in:
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
Une modélisation séquentielle de la VaR
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882287
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4
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
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5
Approche de Boy-Jenkins et approche économétrique des series temporelles
Monfort, Alain
- In:
Annales de l'INSEE
32
(
1978
),
pp. 33-55
Persistent link: https://www.econbiz.de/10002500926
Saved in:
6
Cours de statistique mathématique
Monfort, Alain
-
1982
Persistent link: https://www.econbiz.de/10002500956
Saved in:
7
First-order identification in linear models
Monfort, Alain
- In:
Journal of econometrics
7
(
1978
)
3
,
pp. 333-350
Persistent link: https://www.econbiz.de/10002500965
Saved in:
8
A reappraisal of misspecified econometric models
Monfort, Alain
- In:
Econometric theory
12
(
1996
)
4
,
pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
Saved in:
9
Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
-
1994
Persistent link: https://www.econbiz.de/10000888983
Saved in:
10
Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000888986
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