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subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Renault, Eric"
~subject:"CAPM"
~type_genre:"Konferenzschrift"
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General equilibrium
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40
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12
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7
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7
Method of moments
6
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Renault, Eric
Jarrow, Robert A.
27
Madan, Dilip B.
22
Pi, Jiancai
22
Chaudhuri, Sarbajit
19
Hansen, Lars Peter
18
Ferson, Wayne E.
16
Kubler, Felix
16
Robinson, Sherman
16
Zhou, Guofu
16
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15
Cochrane, John H.
14
Duffie, Darrell
14
Bossaerts, Peter L.
13
Harvey, Campbell R.
13
Levy, Haim
13
Marjit, Sugata
13
Zhang, Shunming
13
Zin, Stanley E.
13
Fama, Eugene F.
12
Hervés-Beloso, Carlos
12
Lee, Cheng F.
12
Whalley, John
12
Balasko, Yves
11
Böhringer, Christoph
11
Detemple, Jérôme B.
11
Epstein, Larry G.
11
Fabozzi, Frank J.
11
He, Xue-zhong
11
Hens, Thorsten
11
Hertel, Thomas W.
11
Lioui, Abraham
11
Longstaff, Francis A.
11
Rutherford, Thomas F.
11
Shanken, Jay
11
Stambaugh, Robert F.
11
Campbell, John Y.
10
Chiarella, Carl
10
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10
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10
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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
The review of financial studies
1
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ECONIS (ZBW)
12
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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
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:
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