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Stochastic process
Theorie
340
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338
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143
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143
CAPM
64
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61
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61
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42
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41
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40
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36
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36
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33
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32
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Derivat
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45
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Renault, Eric
22
Gouriéroux, Christian
21
Garcia, René
6
Jasiak, Joann
6
Gagliardini, Patrick
5
Ghysels, Eric
5
Lu, Yang
5
Comte, Fabienne
3
Monfort, Alain
3
Pastorello, Sergio
3
Touzi, Nizar
3
Boloorforoosh, Ali
2
Chabi-Yo, Fousseni
2
Christoffersen, Peter F.
2
Fournier, Mathieu
2
Luger, Richard
2
Rubin, Mirco
2
Werker, Bas J. M.
2
Bandehali, Maygol
1
Cheng, Xu
1
Coutin, Laure
1
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1
Doz, Catherine
1
Dridi, Ramdan
1
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1
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Harvey, Andrew C.
1
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1
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1
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1
Meddahi, Nour
1
Renault, E.
1
Sangrey, Paul
1
Sufana, Razvan
1
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1
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Journal of econometrics
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
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5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
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1
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Handbook of financial time series
1
Journal of economic theory
1
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1
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1
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1
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2004
Persistent link: https://www.econbiz.de/10002598018
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2
Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
Saved in:
3
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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4
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
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5
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
6
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
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7
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
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8
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
9
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
10
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
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