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Gouriéroux, Christian Pegoraro, Fulvio Renne, Jean-Paul Roussellet, Guillaume Renault, Eric Jardet, Caroline Clément, Emmanuelle Bertholon, Henri Billio, Monica Holly, Alberto Mouabbi, Sarah Polimenis, Vassilis Rockinger, Michael Robert, Christian P. Tenreiro, Carlos Dubecq, Simon Ghysels, Eric Féron, Olivier Gagliardini, Patrick Trognon, Alain Jasiak, Joann Sufana, Razvan Heam, Jean-Cyprien Ratiarison, Eric Le Moine, Pierre Koenig, Emmanuel Dijk, Herman K. van Brown, Bryan W. Rüffer, Rasmus Polimenis, V. LeFol, Gaëlle Idier, Julien Toldi, M. de Rabemananjara, R. Vitale, Giovanni Heam, Jean-Cyprian Héam, J.-C. Heam, J. C. Florens, Jean-Pierre Zakoïan, Jean-Michel Picard, Pierre Mairesse, Jacques Darolles, Serge Dupin, Gilles Benoit, Sylvain Hillairet, Caroline Briere, Marie Lubochinsky, Catherine Beacco, Jean-Michel Malinvaud, Edmond All co-authors models term pricing structure factor
Composed estimation theory yield curve credit risk structure models risk neutral time series analysis discrete time asset pricing var model var modell option pricing theory stochastic discount discount factor maximum likelihood risk premia contagion effect Ökonometrisches modell risk management paper propose
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Alain Monfort Alternative spellings: A. Monfort B: 1943 Biblio: Tätig am CNAM and CREST, Paris; tätig am INSEE, Unité de Recherche, Paris
Affiliations Centre de recherche en économie et statistique (Paris) Banque de France. Financial Economics Research Service Maastricht University School of Business and Economics
Q29841744
Publishing years Series Série des documents de travail / Centre de Recherche en Économie et Statistique (39) Banque de France Working Paper (16) Documents de travail / Banque de France (13) Série des documents de travail (10) Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP (8) Les notes d'études et de recherche : NER (4) Themes in modern econometrics (2) Statistics and econometric models (2) Research paper series / Swiss Finance Institute (2) Dynamique des marchés financiers et prévisions (1) CORE lecture series (1) CORE lectures (1) Working papers / TSE : WP (1) Discussion paper / Centre for Economic Policy Research (1) Paris December 2018 Finance Meeting EUROFIDAI - AFFI (1) EFA 2009 Bergen Meetings Paper (1) Journal of econometrics (1) Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper (1) Cahiers de recherches économiques (1) 
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