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CAPM
Theorie
238
Theory
238
Estimation theory
107
Schätztheorie
107
Yield curve
51
Zinsstruktur
51
Time series analysis
48
Zeitreihenanalyse
48
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44
Kreditrisiko
44
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38
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38
Derivat
31
Derivative
31
Risikoprämie
25
Risk premium
25
Econometrics
24
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24
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23
Schätzung
23
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Volatilität
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France
21
Frankreich
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Risikomaß
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Risk measure
21
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18
Shock
18
Statistical theory
17
Statistische Methodenlehre
17
Stochastic process
17
Stochastischer Prozess
17
Option pricing theory
16
Optionspreistheorie
16
Method of moments
14
Momentenmethode
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Risikomanagement
14
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21
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English
30
French
3
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Gouriéroux, Christian
27
Monfort, Alain
13
Gagliardini, Patrick
11
Pegoraro, Fulvio
6
Renault, Eric
6
Sufana, Razvan
5
Bertholon, Henri
3
Clément, Emmanuelle
3
Boloorforoosh, Ali
2
Christoffersen, Peter F.
2
Fournier, Mathieu
2
Jasiak, Joann
2
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1
Heam, J. C.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Documents de travail / Banque de France
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial engineering
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Les notes d'études et de recherche : NER
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
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1
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ECONIS (ZBW)
33
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Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
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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
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
5
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:
6
Infrequent extreme risks
Gouriéroux, Christian
;
Monfort, Alain
- In:
The Geneva papers on risk and insurance theory
29
(
2004
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10002140986
Saved in:
7
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
8
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
9
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:
10
Econometric asset pricing modelling
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797008
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