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Theorie
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Monfort, Alain
301
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111
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58
Gourieroux, Christian
51
Renne, Jean-Paul
49
Holly, Alberto
15
Renault, Eric
15
Jardet, Caroline
14
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13
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11
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10
Clément, Emmanuelle
9
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8
Rockinger, Michael
8
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8
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7
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6
Laffont, Jean-Jacques
6
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5
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4
Idier, Julien
4
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4
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3
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3
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Le Fol, Gaëlle
2
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2
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23
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6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
23
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17
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16
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13
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11
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10
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9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
8
Econometric theory
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Annales d'Economie et de Statistique
6
Journal of banking & finance
6
Annales d'économie et de statistique
5
CEPREMAP Working Papers (Couverture Orange)
5
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5
Economics Papers from University Paris Dauphine
5
Journal of Financial Econometrics
5
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5
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4
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4
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4
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4
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3
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3
The journal of credit risk : published quarterly by Incisive Media
3
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2
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
213
RePEc
82
OLC EcoSci
12
USB Cologne (business full texts)
2
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31
Econometric asset pricing modelling
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 407-458
Persistent link: https://www.econbiz.de/10003778936
Saved in:
32
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
LeFol, Gaëlle
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10003772089
Saved in:
33
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:
34
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
35
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
36
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
37
Econometric asset pricing modelling
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797008
Saved in:
38
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:
39
New information response functions
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882012
Saved in:
40
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
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