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Stochastic volatility duration...
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CAPM
Theorie
324
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322
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132
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132
Time series analysis
103
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103
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81
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80
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75
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75
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Saisonale Schwankungen
25
Seasonal variations
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English
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Gouriéroux, Christian
27
Ghysels, Eric
22
Gagliardini, Patrick
12
Monfort, Alain
7
Renault, Eric
6
Andreou, Elena
5
Sufana, Razvan
5
Santa-Clara, Pedro
4
Clément, Emmanuelle
3
Guérin, Pierre
3
Marcellino, Massimiliano
3
Anderson, Ewan W.
2
Boloorforoosh, Ali
2
Christoffersen, Peter F.
2
Fournier, Mathieu
2
Garcia, René
2
Jasiak, Joann
2
Juergens, Jennifer L.
2
Valkanov, Rossen
2
Valkanov, Rossen I.
2
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1
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1
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1
Hall, Alastair R.
1
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9
Cahier / Département de Sciences Économiques, Université de Montréal
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
Journal of international money and finance
2
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2
Swiss Finance Institute Research Paper
2
The review of financial studies
2
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1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
48
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1
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
3
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
4
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
5
Prediction of contingent price measures
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000863427
Saved in:
6
Prevision de mesures de prix contingents
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000869422
Saved in:
7
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
8
Efficient derivate pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10003333856
Saved in:
9
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
10
Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806842
Saved in:
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