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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
95
Theory
95
Estimation theory
49
Schätztheorie
49
Yield curve
44
Credit risk
35
Kreditrisiko
35
Time series analysis
21
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21
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16
Derivat
16
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16
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16
Ökonometrie
16
Risikoprämie
14
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14
Estimation
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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12
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11
Risikomaß
11
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11
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11
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11
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11
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10
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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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19
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4
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27
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17
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English
44
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Monfort, Alain
44
Renne, Jean-Paul
21
Pegoraro, Fulvio
18
Gouriéroux, Christian
13
Roussellet, Guillaume
9
Jardet, Caroline
4
Dubecq, Simon
3
Clément, Emmanuelle
2
Polimenis, Vassilis
2
Gourieroux, Christian
1
Lu, Yang
1
Polimenis, V.
1
Sufana, Razvan
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Banque de France Working Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of econometrics
3
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annales d'économie et de statistique
1
Developments in macro-finance Yield curve modelling
1
Dynamique des marchés financiers et prévisions
1
Journal of empirical 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
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Review of finance : journal of the European Finance Association
1
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1
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ECONIS (ZBW)
44
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1
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
Saved in:
2
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
3
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:
4
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:
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
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
7
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
8
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
9
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
10
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
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