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Cours de probabilités : Annexe de Philippe Tassi
Monfort, Alain - 1980
Persistent link: https://www.econbiz.de/10000074367
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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
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Une modélisation séquentielle de la VaR
Monfort, Alain - 2009
Persistent link: https://www.econbiz.de/10003882287
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Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain - 2009
Persistent link: https://www.econbiz.de/10003882289
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Approche de Boy-Jenkins et approche économétrique des series temporelles
Monfort, Alain - In: Annales de l'INSEE 32 (1978), pp. 33-55
Persistent link: https://www.econbiz.de/10002500926
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Cours de statistique mathématique
Monfort, Alain - 1982
Persistent link: https://www.econbiz.de/10002500956
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First-order identification in linear models
Monfort, Alain - In: Journal of econometrics 7 (1978) 3, pp. 333-350
Persistent link: https://www.econbiz.de/10002500965
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A reappraisal of misspecified econometric models
Monfort, Alain - In: Econometric theory 12 (1996) 4, pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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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/10009871020
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Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1994
Persistent link: https://www.econbiz.de/10000888983