//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exogenous and Endogenous Sampl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
36
Theory
36
Estimation theory
25
Schätztheorie
25
Yield curve
17
Zinsstruktur
17
Credit risk
14
Kreditrisiko
14
CAPM
9
Time series analysis
9
Zeitreihenanalyse
9
Derivat
7
Derivative
7
VAR model
7
VAR-Modell
7
Schock
6
Shock
6
Econometric model
5
Estimation
5
Identification
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Risikoprämie
5
Risk premium
5
Schätzung
5
State space model
5
Volatility
5
Volatilität
5
Zustandsraummodell
5
Ökonometrisches Modell
5
Anleihe
4
Ansteckungseffekt
4
Arbitrage
4
Bond
4
Contagion effect
4
Econometrics
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
Portfolio-Management
4
more ...
less ...
Online availability
All
Free
30
Undetermined
1
Type of publication
All
Book / Working Paper
78
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
78
Graue Literatur
75
Non-commercial literature
75
Article in journal
62
Aufsatz in Zeitschrift
62
Amtsdruckschrift
13
Government document
13
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
4
Sammelwerk
4
Interview
2
Festschrift
1
Konferenzschrift
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Textbook
1
more ...
less ...
Language
All
English
73
French
5
Author
All
Monfort, Alain
78
Gouriéroux, Christian
45
Pegoraro, Fulvio
17
Renne, Jean-Paul
17
Clément, Emmanuelle
6
Renault, Eric
5
Bertholon, Henri
4
Billio, Monica
4
Roussellet, Guillaume
4
Holly, Alberto
3
Jardet, Caroline
3
Polimenis, Vassilis
2
Robert, Christian P.
2
Rockinger, Michael
2
Tenreiro, Carlos
2
Dubecq, Simon
1
Féron, Olivier
1
Gagliardini, Patrick
1
Ghysels, Eric
1
Heam, Jean-Cyprian
1
Heam, Jean-Cyprien
1
Jasiak, Joann
1
Mouabbi, Sarah
1
Rüffer, Rasmus
1
Sufana, Razvan
1
Toldi, M. de
1
Vitale, Giovanni
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Documents de travail / Banque de France
13
Série des documents de travail
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
6
Les notes d'études et de recherche : NER
4
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Cahiers de recherches économiques
1
Discussion paper / Centre for Economic Policy Research
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Une modélisation séquentielle de la VaR
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882287
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
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952928
Saved in:
5
On seasonal effects in duration models
Toldi, M. de
;
Gouriéroux, Christian
;
Monfort, Alain
-
1992
Persistent link: https://www.econbiz.de/10000843795
Saved in:
6
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
7
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
8
Indirect inference
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000839360
Saved in:
9
Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1992
Persistent link: https://www.econbiz.de/10000839361
Saved in:
10
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->