//--> //--> //--> //-->
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
subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Renault, Eric"
~subject:"CAPM"
~subject:"Optionspreistheorie"
~type_genre:"Konferenzschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
General equilibrium
CAPM
Optionspreistheorie
Theorie
40
Theory
40
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
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
Risk premium
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
17
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Amtsdruckschrift
6
Government document
6
Aufsatz im Buch
2
Book section
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
17
Author
All
Renault, Eric
Jarrow, Robert A.
37
Madan, Dilip B.
33
Pi, Jiancai
22
Carr, Peter
21
Schwartz, Eduardo S.
20
Chaudhuri, Sarbajit
19
Duffie, Darrell
19
Hansen, Lars Peter
18
Longstaff, Francis A.
18
Boyle, Phelim P.
17
Kubler, Felix
17
Zhou, Guofu
17
Ferson, Wayne E.
16
Kwok, Yue-Kuen
16
Robinson, Sherman
16
Chiarella, Carl
15
Detemple, Jérôme B.
15
Levy, Haim
15
Schmedders, Karl
15
Bakshi, Gurdip S.
14
Cochrane, John H.
14
Lee, Cheng F.
14
Ritchken, Peter H.
14
Barone-Adesi, Giovanni
13
Bossaerts, Peter L.
13
Elliott, Robert J.
13
Fabozzi, Frank J.
13
Glasserman, Paul
13
Harvey, Campbell R.
13
Kau, James B.
13
Marjit, Sugata
13
Subrahmanyam, Marti G.
13
Zhang, Shunming
13
Zin, Stanley E.
13
Bellalah, Mondher
12
Fama, Eugene F.
12
Gersbach, Hans
12
Hervés-Beloso, Carlos
12
Jouini, Elyès
12
more ...
less ...
Published in...
All
Journal of financial econometrics
6
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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 economic theory
1
The Canadian journal of economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
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:
9
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:
10
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->