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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
251
Theory
251
Estimation theory
113
Schätztheorie
113
Yield curve
61
Credit risk
51
Kreditrisiko
51
Time series analysis
51
Zeitreihenanalyse
51
Portfolio selection
39
Portfolio-Management
39
CAPM
36
Derivat
33
Derivative
33
Risikoprämie
29
Risk premium
29
Estimation
25
Frankreich
25
Schätzung
25
Econometrics
24
Ökonometrie
24
Risikomaß
23
Risk measure
23
Volatility
23
Volatilität
23
France
22
Shock
21
Schock
19
Option pricing theory
18
Optionspreistheorie
18
Statistical theory
17
Statistische Methodenlehre
17
Stochastic process
17
Stochastischer Prozess
17
VAR model
16
VAR-Modell
16
Contagion
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
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Free
21
Undetermined
5
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Book / Working Paper
38
Article
23
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Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Article in journal
22
Aufsatz in Zeitschrift
22
Amtsdruckschrift
3
Government document
3
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1
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1
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English
61
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Monfort, Alain
44
Gouriéroux, Christian
30
Renne, Jean-Paul
21
Pegoraro, Fulvio
18
Roussellet, Guillaume
9
Sufana, Razvan
6
Dubecq, Simon
5
Scaillet, Olivier
5
Jardet, Caroline
4
Lu, Yang
3
Clément, Emmanuelle
2
Polimenis, Vassilis
2
Dubec, Simon
1
Gagliardini, Patrick
1
Gourieroux, Christian
1
Monfort, A.
1
Polimenis, V.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Documents de travail / Banque de France
8
Banque de France Working Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of econometrics
3
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Developments in macro-finance Yield curve modelling
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Les notes d'études et de recherche : NER
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Review of finance : journal of the European Finance Association
1
The journal of asset management
1
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ECONIS (ZBW)
61
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
2
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
3
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
4
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
6
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
8
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:
9
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
10
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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