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Derivat
Theorie
257
Theory
257
Estimation theory
104
Schätztheorie
104
Microfinance
76
Mikrofinanzierung
61
Portfolio-Management
55
Portfolio selection
54
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54
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54
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43
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43
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31
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microfinance
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Rational expectations
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Rationale Erwartung
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English
27
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Gouriéroux, Christian
27
Gagliardini, Patrick
12
Monfort, Alain
10
Renault, Eric
6
Clément, Emmanuelle
3
Renne, Jean-Paul
3
Sufana, Razvan
3
Lu, Yang
2
Mouabbi, Sarah
2
Adam, Marie-Christine
1
Farber, André
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of econometrics
4
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
Annals of economics and statistics
1
CEA_372Cass working paper series
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
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
Gestion 2000
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
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1
Volatilité des marchés financiers : chaos, irrationalité ou illusion d'optique?
Adam, Marie-Christine
- In:
Gestion 2000
11
(
1995
)
5
,
pp. 161-176
Persistent link: https://www.econbiz.de/10001189455
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2
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
3
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
4
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
5
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
6
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
7
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
8
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
9
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
10
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
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