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~subject:"Zinsstruktur"
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ET interview : Christian Gouri...
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Zinsstruktur
Theorie
427
Theory
424
Estimation theory
186
Schätztheorie
186
Time series analysis
127
Zeitreihenanalyse
127
Volatility
94
Volatilität
92
Prognoseverfahren
83
Forecasting model
82
CAPM
81
Estimation
81
Schätzung
81
Yield curve
66
Credit risk
54
Kreditrisiko
54
USA
54
United States
53
Portfolio-Management
51
Portfolio selection
49
Econometrics
46
Stochastic process
46
Stochastischer Prozess
46
Risikoprämie
45
Risk premium
44
Ökonometrie
44
Börsenkurs
42
Share price
42
Option pricing theory
40
Optionspreistheorie
40
Capital income
37
Derivat
37
Derivative
37
Kapitaleinkommen
37
Method of moments
35
Momentenmethode
35
Risiko
34
Risk
33
ECONOMETRICS
31
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Free
23
Undetermined
6
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Book / Working Paper
40
Article
26
Type of publication (narrower categories)
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Arbeitspapier
29
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Article in journal
25
Aufsatz in Zeitschrift
25
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
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Language
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English
66
Author
All
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
Ghysels, Eric
4
Jardet, Caroline
4
Horan, Casidhe
3
Lu, Yang
3
Clément, Emmanuelle
2
Mönch, Emanuel
2
Polimenis, Vassilis
2
Dubec, Simon
1
Gagliardini, Patrick
1
Gourieroux, Christian
1
Moench, Emanuel
1
Monfort, A.
1
Ng, Serena
1
Pastorello, Sergio
1
Patilea, Valentin
1
Polimenis, V.
1
Renault, Eric
1
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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
FRB of New York Staff Report
1
Finance : revue de l'Association Française de Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Staff reports / Federal Reserve Bank of New York
1
The journal of asset management
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
66
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1
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
Saved in:
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