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~subject:"CAPM"
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CAPM
Theorie
95
Theory
95
Estimation theory
49
Schätztheorie
49
Yield curve
44
Zinsstruktur
44
Credit risk
35
Kreditrisiko
35
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21
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21
Derivat
16
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16
Econometrics
16
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16
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14
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14
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12
Option pricing theory
12
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12
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12
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12
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12
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11
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11
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11
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Statistische Methodenlehre
11
Anleihe
10
Bond
10
Portfolio selection
10
Portfolio-Management
10
State space model
10
Zustandsraummodell
10
Ansteckungseffekt
9
Contagion effect
9
Ökonometrik Schätzung
9
Ökonometrisches Modell
9
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English
14
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Monfort, Alain
16
Pegoraro, Fulvio
9
Gouriéroux, Christian
7
Bertholon, Henri
4
Clément, Emmanuelle
3
Heam, J. C.
1
Jasiak, Joann
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Banque de France Working Paper
2
Journal of banking & finance
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Documents de travail / Banque de France
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
16
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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
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
-
2012
Persistent link: https://www.econbiz.de/10009663960
Saved in:
9
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:
10
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
-
2010
Persistent link: https://www.econbiz.de/10009406542
Saved in:
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