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Gourieroux, C.
25
Monfort, A.
13
Jasiak, J.
8
Sufana, R.
3
Gallo, G.M.
2
Jacobs, Jan
2
Scaillet, O.
2
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Journal of econometrics
7
Econometric reviews
4
Insurance / Mathematics & economics
4
Journal of empirical finance
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of international money and finance
1
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OLC EcoSci
ECONIS (ZBW)
207
RePEc
146
USB Cologne (business full texts)
2
Other ZBW resources
1
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1
The econometrics of efficient portfolios
Gourieroux, C.
;
Monfort, A.
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10007225897
Saved in:
2
Quadratic stochastic intensity and prospective mortality tables
Gourieroux, C.
;
Monfort, A.
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10008082350
Saved in:
3
BOOK REVIEWS - Time Series and Dynamic Models
Gourieroux, C.
;
Monfort, A.
;
Gallo, G.M.
;
Jacobs, Jan
- In:
De economist : Netherlands economic review ; quarterly …
146
(
1998
)
4
,
pp. 646
Persistent link: https://www.econbiz.de/10007347304
Saved in:
4
BOOK REVIEWS - Time Series and Dynamic Models
Gourieroux, C.
;
Monfort, A.
;
Gallo, G.M.
;
Jacobs, Jan
- In:
De economist : Netherlands economic review ; quarterly …
19980
,
pp. 646
Persistent link: https://www.econbiz.de/10007374199
Saved in:
5
Econometric specification of stochastic discount factor models
Gourieroux, C.
;
Monfort, A.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10007391018
Saved in:
6
Granularity Adjustment for Efficient Portfolios
Gourieroux, C.
;
Monfort, A.
- In:
Econometric reviews
32
(
2013
)
4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10010068763
Saved in:
7
Granularity Adjustment for Efficient Portfolios
Gourieroux, C.
;
Monfort, A.
- In:
Econometric reviews
32
(
2012
)
4
,
pp. 449-469
Persistent link: https://www.econbiz.de/10010044266
Saved in:
8
International money and stock market contingent claims
Gourieroux, C.
;
Monfort, A.
;
Sufana, R.
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1727-1752
Persistent link: https://www.econbiz.de/10008722763
Saved in:
9
BILINEAR TERM STRUCTURE MODEL
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008770330
Saved in:
10
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10008821262
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