Skip to contents Gouriéroux, Christian [Author]; Monfort, Alain [Author] ; Gouriéroux, Christian [Other]; Monfort, Alain [Other] Statistics and econometric models / 1, General concepts, estimation, prediction, and algorithms - [1. publ.] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995 Published in: Statistics and econometric models / Christian Gourieroux; Alain Monfort ; 1 Gouriéroux, Christian [Author]; Monfort, Alain [Author] ; Gouriéroux, Christian [Other]; Monfort, Alain [Other] Statistics and econometric models / 2, Testing, confidence regions, model selection, and asymptotic theory - [1. publ.] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995 Published in: Statistics and econometric models / Christian Gourieroux; Alain Monfort ; 2 Gouriéroux, Christian [Author]; Monfort, Alain [Author] Simulation-based econometric methods Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 1996 Published in: CORE lectures Gouriéroux, Christian [Author]; Monfort, Alain [Author] Time series and dynamic models Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1997 Published in: Themes in modern econometrics Gouriéroux, Christian [Author]; Monfort, Alain [Author] Statistics and econometric models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995- Published in: Themes in modern econometrics Dijk, Herman K. van [Editor]; Monfort, Alain [Other]; Brown, Bryan W. [Other] Econometric inference using simulation techniques Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 1995 Monfort, Alain [Author] ; Pegoraro, Fulvio [Other]; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] Staying at Zero with Affine Processes : An Application to Term-Structure Modelling Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper Monfort, Alain [Author] ; Pegoraro, Fulvio [Other]; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] Staying at Zero with Affine Processes : An Application to Term Structure Modelling Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banque de France Working Paper ; No. 558 Monfort, Alain [Author] ; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] A Quadratic Kalman Filter Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Banque de France Working Paper ; No. 486 Monfort, Alain [Author] ; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] A Quadratic Kalman Filter Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Asset Pricing with Second-Order Esscher Transforms Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Monfort, Alain [Author] ; Renne, Jean-Paul [Other] Credit and Liquidity Risks in Euro Area Sovereign Yield Curves Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 352 Monfort, Alain [Author] ; Renne, Jean-Paul [Other] Default, Liquidity and Crises : An Econometric Framework Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 340 Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 189 Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 189 Monfort, Alain [Author] Optimal Portfolio Allocation Under Asset and Surplus VAR Constraints Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 251 Monfort, Alain [Author] A Sequential Modelling of the VaR Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Switching Varma Term Structure Models - Extended Version Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 191 Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Switching Varma Term Structure Models - Extended Version Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Gouriéroux, Christian [Author]; Monfort, Alain [Author] ; Gouriéroux, Christian [Other]; Monfort, Alain [Other] Statistics and econometric models / 1, General concepts, estimation, prediction, and algorithms - [1. publ.] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995 Published in: Statistics and econometric models / Christian Gourieroux; Alain Monfort ; 1
Gouriéroux, Christian [Author]; Monfort, Alain [Author] ; Gouriéroux, Christian [Other]; Monfort, Alain [Other] Statistics and econometric models / 2, Testing, confidence regions, model selection, and asymptotic theory - [1. publ.] Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995 Published in: Statistics and econometric models / Christian Gourieroux; Alain Monfort ; 2
Gouriéroux, Christian [Author]; Monfort, Alain [Author] Simulation-based econometric methods Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 1996 Published in: CORE lectures
Gouriéroux, Christian [Author]; Monfort, Alain [Author] Time series and dynamic models Books View online Schließen Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1997 Published in: Themes in modern econometrics
Gouriéroux, Christian [Author]; Monfort, Alain [Author] Statistics and econometric models Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge [u.a.]: Cambridge Univ. Press, 1995- Published in: Themes in modern econometrics
Dijk, Herman K. van [Editor]; Monfort, Alain [Other]; Brown, Bryan W. [Other] Econometric inference using simulation techniques Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Chichester [u.a.]: Wiley, 1995
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other]; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] Staying at Zero with Affine Processes : An Application to Term-Structure Modelling Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other]; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] Staying at Zero with Affine Processes : An Application to Term Structure Modelling Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banque de France Working Paper ; No. 558
Monfort, Alain [Author] ; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] A Quadratic Kalman Filter Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Banque de France Working Paper ; No. 486
Monfort, Alain [Author] ; Renne, Jean-Paul [Other]; Roussellet, Guillaume [Other] A Quadratic Kalman Filter Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Asset Pricing with Second-Order Esscher Transforms Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Monfort, Alain [Author] ; Renne, Jean-Paul [Other] Credit and Liquidity Risks in Euro Area Sovereign Yield Curves Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 352
Monfort, Alain [Author] ; Renne, Jean-Paul [Other] Default, Liquidity and Crises : An Econometric Framework Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Published in: Banque de France Working Paper ; No. 340
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 189
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 189
Monfort, Alain [Author] Optimal Portfolio Allocation Under Asset and Surplus VAR Constraints Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 251
Monfort, Alain [Author] A Sequential Modelling of the VaR Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Switching Varma Term Structure Models - Extended Version Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: Banque de France Working Paper ; No. 191
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Multi-Lag Term Structure Models with Stochastic Risk Premia Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Monfort, Alain [Author] ; Pegoraro, Fulvio [Other] Switching Varma Term Structure Models - Extended Version Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
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