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person:"Monfort, Alain"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Simonsen, Axel"
~subject:"Theorie"
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Monfort, Alain
Simonsen, Axel
Gouriéroux, Christian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Documents de travail / Banque de France
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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Developments in macro-finance Yield curve modelling
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Dynamique des marchés financiers et prévisions
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Journal of banking & finance
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Journal of econometrics
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Journal of empirical finance
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Les notes d'études et de recherche : NER
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
2
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
3
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
4
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:
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