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Infrequent Extreme Risks
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CAPM
Theorie
102
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102
Volatilität
58
Zinsstruktur
57
Risikomanagement
56
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47
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46
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28
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Capital-Asset-Pricing-Modell
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econometrics
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ECONOMETRICS
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Monfort, Alain
13
Gouriéroux, Christian
9
Pegoraro, Fulvio
6
Bertholon, Henri
3
Clément, Emmanuelle
3
Sufana, Razvan
2
Haverkamp, Tom
1
Heam, J. C.
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5
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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ECONIS (ZBW)
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1
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
2
Prediction of contingent price measures
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000863427
Saved in:
3
Prevision de mesures de prix contingents
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000869422
Saved in:
4
Econometric asset pricing modelling
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 407-458
Persistent link: https://www.econbiz.de/10003778936
Saved in:
5
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
6
Econometric asset pricing modelling
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797008
Saved in:
7
Econometric asset pricing modelling
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592181
Saved in:
8
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, A.
;
Sufana, Razvan
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1727-1751
Persistent link: https://www.econbiz.de/10009239629
Saved in:
9
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
-
2012
Persistent link: https://www.econbiz.de/10009663960
Saved in:
10
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1678-1687
Persistent link: https://www.econbiz.de/10009616440
Saved in:
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