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subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Renault, Eric"
~subject:"CAPM"
~subject:"Stochastic process"
~type_genre:"Konferenzschrift"
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General equilibrium
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40
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40
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7
Method of moments
6
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Renault, Eric
Escudero, Laureano F.
35
Jarrow, Robert A.
30
Madan, Dilip B.
28
Gendreau, Michel
22
Phillips, Peter C. B.
22
Pi, Jiancai
22
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20
Chaudhuri, Sarbajit
19
Yu, Jun
18
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17
Kubler, Felix
17
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16
McAleer, Michael
16
Robinson, Sherman
16
Siu, Tak Kuen
16
Zhou, Guofu
16
Schmedders, Karl
15
Shapiro, Alexander
15
Wong, Wing Keung
15
Chiarella, Carl
14
Cochrane, John H.
14
Detemple, Jérôme B.
14
Duffie, Darrell
14
Escobar, Marcos
14
He, Xue-zhong
14
Levy, Haim
14
Bakshi, Gurdip S.
13
Bossaerts, Peter L.
13
Carr, Peter
13
Elliott, Robert J.
13
Harvey, Campbell R.
13
Lee, Cheng F.
13
Maggioni, Francesca
13
Marjit, Sugata
13
Tarim, S. Armagan
13
Wallace, Stein W.
13
Zhang, Shunming
13
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13
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2
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2
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ECONIS (ZBW)
18
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18
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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
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
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