//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
subject:"Estimation"
~person:"Ba, Bocar A."
~person:"Renault, Eric"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
CAPM
Theorie
41
Theory
41
Volatility
12
Volatilität
12
Stochastic process
7
Stochastischer Prozess
7
Method of moments
6
Momentenmethode
6
ARCH model
5
ARCH-Modell
5
Option pricing theory
5
Optionspreistheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Kapitaleinkommen
4
Causality analysis
3
Econometrics
3
Kausalanalyse
3
Ökonometrie
3
Aggregation
2
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Estimation theory
2
Exchange rate
2
GMM
2
Hedging
2
IV-Schätzung
2
Induktive Statistik
2
Instrumental variables
2
Portfolio selection
2
Portfolio-Management
2
Probability theory
2
Risikoaversion
2
Risikoprämie
2
Risk aversion
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Konferenzbeitrag
Article in journal
14
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Amtsdruckschrift
2
Government document
2
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference paper
1
Sammelwerk
1
more ...
less ...
Language
All
English
14
Author
All
Ba, Bocar A.
Renault, Eric
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
28
Jarrow, Robert A.
27
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
24
Madan, Dilip B.
24
Fabozzi, Frank J.
22
Bahmani-Oskooee, Mohsen
18
Hansen, Lars Peter
18
Zhou, Guofu
18
Bossaerts, Peter L.
17
Ferson, Wayne E.
17
Lee, Cheng F.
16
Bollerslev, Tim
15
Engsted, Tom
15
Faff, Robert W.
15
Harvey, Campbell R.
15
Levy, Haim
15
Moosa, Imad A.
15
Wohar, Mark E.
15
Chang, Tsangyao
14
Cochrane, John H.
14
Ghysels, Eric
14
Peel, David
14
Apergēs, Nikolaos
13
Chiarella, Carl
13
Koopman, Siem Jan
13
Lo, Andrew W.
13
Phillips, Peter C. B.
13
Timmermann, Allan
13
Tsionas, Efthymios G.
13
Tzavalis, Elias
13
Aït-Sahalia, Yacine
12
Bekaert, Geert
12
Creedy, John
12
Fama, Eugene F.
12
Gagliardini, Patrick
12
He, Xue-zhong
12
more ...
less ...
Published in...
All
Journal of financial econometrics
6
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of labor economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
2
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
3
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
4
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 729-735
Persistent link: https://www.econbiz.de/10012405518
Saved in:
6
Comment on: pseudo-true SDFs in conditional asset pricing models : comparing fixed- versus vanishing-bandwidth estimators of pseudo-true SDFs
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 736-775
Persistent link: https://www.econbiz.de/10012405520
Saved in:
7
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
8
Estimating (easily interpreted) dynamic training effects from experimental data
Ba, Bocar A.
;
Ham, John C.
;
LaLonde, Robert John
;
Li, …
- In:
Journal of labor economics
35
(
2017
),
pp. 149-200
Persistent link: https://www.econbiz.de/10011759255
Saved in:
9
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni
;
Leisen, Dietmar
;
Renault, Eric
- In:
Journal of economic theory
154
(
2014
),
pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Saved in:
10
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->