//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
BILINEAR TERM STRUCTURE MODEL
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
95
Estimation theory
52
Schätztheorie
52
Yield curve
47
Zinsstruktur
47
Credit risk
37
Kreditrisiko
37
Time series analysis
22
Zeitreihenanalyse
22
CAPM
20
ECONOMETRICS
17
Ökonometrie
16
Derivat
15
Derivative
15
Econometrics
15
Shock
14
VAR model
14
VAR-Modell
14
economic models
14
Option pricing theory
13
Optionspreistheorie
13
Schock
13
Anleihe
11
Ansteckungseffekt
11
Bond
11
Contagion effect
11
RISK
11
Risiko
11
Risk
11
Statistical theory
11
Statistische Methodenlehre
11
Volatility
11
Volatilität
11
econometrics
11
Ökonometrisches Modell
11
Econometric model
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Risikomanagement
10
more ...
less ...
Online availability
All
Free
18
Undetermined
6
Type of publication
All
Book / Working Paper
51
Article
44
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Amtsdruckschrift
12
Government document
12
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
1
Konferenzschrift
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
89
French
6
Author
All
Monfort, Alain
90
Gouriéroux, Christian
62
Pegoraro, Fulvio
19
Renne, Jean-Paul
15
Clément, Emmanuelle
8
Renault, Eric
7
Roussellet, Guillaume
6
Billio, Monica
5
Mouabbi, Sarah
4
Jardet, Caroline
3
Robert, Christian P.
3
Tenreiro, Carlos
3
Brown, Bryan W.
2
Dijk, Herman K. van
2
Gagliardini, Patrick
2
Polimenis, Vassilis
2
Darolles, Serge
1
Dubecq, Simon
1
Florens, Jean-Pierre
1
Gourieroux, C.
1
Heam, J. C.
1
Holly, Alberto
1
Idier, Julien
1
Koenig, Emmanuel
1
Le Moine, Pierre
1
LeFol, Gaëlle
1
Mairesse, Jacques
1
Orsi, Renzo
1
Picard, Pierre
1
Polimenis, V.
1
Rabemananjara, R.
1
Ratiarison, Eric
1
Rockinger, Michael
1
Toldi, M. de
1
Trognon, Alain
1
more ...
less ...
Institution
All
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Banque de France Working Paper
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of econometrics
5
Annales d'économie et de statistique
4
Econometric theory
3
Journal of banking & finance
3
Annals of economics and statistics
2
Documents de travail / Banque de France
2
Econometric reviews
2
Journal of applied econometrics
2
Journal of empirical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Themes in modern econometrics
2
CORE lecture series
1
CORE lectures
1
Developments in macro-finance Yield curve modelling
1
Dynamique des marchés financiers et prévisions
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Financial stability review : FSR
1
Handbook of econometrics ; Vol. 4
1
International journal of theoretical and applied finance
1
Les notes d'études et de recherche : NER
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail
1
The Geneva papers on risk and insurance theory
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of insurance issues : official journal of the Western Risk and Insurance Association
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
[Rezension von: Gourieroux, C., ..., Simulation-based econometric methods]
Orsi, Renzo
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1998
)
3
,
pp. 601-603
Persistent link: https://www.econbiz.de/10001349899
Saved in:
2
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
3
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
4
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
5
Modèles de durée et effets de génération
Gouriéroux, Christian
;
Monfort, Alain
-
1991
Persistent link: https://www.econbiz.de/10000828989
Saved in:
6
Indirect inference
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000839360
Saved in:
7
Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
1990
Persistent link: https://www.econbiz.de/10000816420
Saved in:
8
Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian
;
Monfort, Alain
-
1990
-
Rev.
Persistent link: https://www.econbiz.de/10000816423
Saved in:
9
Statistics and econometric models
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000912774
Saved in:
10
Simulation based econometric methods
Gouriéroux, Christian
;
Monfort, Alain
-
1995
Persistent link: https://www.econbiz.de/10000918333
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->