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Search: "Monfort, Alain"
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English
184
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130
French
11
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Monfort, Alain
302
Gouriéroux, Christian
111
Pegoraro, Fulvio
58
Gourieroux, Christian
51
Renne, Jean-Paul
49
Holly, Alberto
15
Renault, Eric
15
Jardet, Caroline
14
Roussellet, Guillaume
13
Bertholon, Henri
11
Alain, Monfort
10
Billio, Monica
10
Christian, Gourieroux
10
Clément, Emmanuelle
9
MONFORT, Alain
8
Rockinger, Michael
8
Trognon, Alain
8
GOURIEROUX, Christian
7
Féron, Olivier
6
Laffont, Jean-Jacques
6
A, Trognon
5
Polimenis, Vassilis
5
Gagliardini, Patrick
4
Idier, Julien
4
Monfort, Alain MONFORT
4
Mouabbi, Sarah
4
Tenreiro, Carlos
4
Clément, E.
3
Dubecq, Simon
3
E, Renault
3
Heam, Jean-Cyprien
3
Robert, Christian P.
3
Vuong, Quang
3
Brown, Bryan W.
2
Dijk, Herman K. van
2
Ghysels, Eric
2
Héam, Jean-Cyprien
2
Jasiak, Joann
2
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2
Le Fol, Gaëlle
2
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
27
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
15
Université Paris-Dauphine (Paris IX)
6
HAL
2
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1
Econometric Society
1
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1
National Bureau of Economic Research (NBER)
1
Oxford University Press
1
Swiss National Centre of Competence in Research North South <Bern>
1
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1
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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)
27
Journal of econometrics
17
Banque de France Working Paper
16
CEPREMAP Working Papers (Couverture Orange)
15
Documents de travail / Banque de France
13
Journal of Econometrics
11
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
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
Econometric Theory
5
Econometrica
5
Economics Papers from University Paris Dauphine
5
Journal of Financial Econometrics
5
Themes in modern econometrics
5
Annales de l'INSEE
4
Annals of economics and statistics
4
Les notes d'études et de recherche : NER
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of asset management
3
The journal of credit risk : published quarterly by Incisive Media
3
Econometric reviews
2
FINRISK Working Paper Series
2
Financial stability review : FSR
2
Journal of Banking & Finance
2
Journal of applied econometrics
2
Journal of empirical finance
2
L'Actualité Economique
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Post-Print / HAL
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
Review of finance : journal of the European Finance Association
2
Statistics and econometric models
2
Swiss Finance Institute Research Paper
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Source
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ECONIS (ZBW)
213
RePEc
97
OLC EcoSci
12
USB Cologne (business full texts)
2
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11
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
12
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
13
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
14
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
15
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
16
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
17
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
18
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
19
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
20
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
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