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subject:"Wohlfahrtsanalyse"
type_genre:"Government document"
~person:"Renault, Eric"
~subject:"CAPM"
~subject:"Economic growth"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Gutachten"
~type_genre:"Systematic review"
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Search: subject_exact:"Theory"
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Wohlfahrtsanalyse
CAPM
Economic growth
Theorie
52
Theory
52
Volatility
13
Volatilität
13
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
9
Stochastischer Prozess
9
Time series analysis
9
Zeitreihenanalyse
9
Method of moments
6
Momentenmethode
6
ARCH model
5
ARCH-Modell
5
Black-Scholes model
5
Black-Scholes-Modell
5
Econometrics
5
Estimation theory
5
Schätztheorie
5
Ökonometrie
5
Capital income
4
Kapitaleinkommen
4
Causality analysis
3
IV-Schätzung
3
Instrumental variables
3
Kausalanalyse
3
Probability theory
3
Statistical theory
3
Statistische Methodenlehre
3
Wahrscheinlichkeitsrechnung
3
Aggregation
2
Derivat
2
Derivative
2
Estimation
2
Exchange rate
2
GMM
2
Hedging
2
Heteroscedasticity
2
Heteroskedastizität
2
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12
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Government document
Aufsatz in Zeitschrift
Conference paper
Gutachten
Systematic review
Article in journal
12
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
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English
13
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Renault, Eric
Mukherjee, Arijit
37
Turnovsky, Stephen J.
28
Jarrow, Robert A.
27
Wang, Leonard F. S.
25
Afonso, Oscar
22
Madan, Dilip B.
22
Chu, Angus C.
18
Lai, Ching-chong
18
Aghion, Philippe
17
Beladi, Hamid
17
Chao, Chi-Chur
17
Hansen, Lars Peter
17
Bucci, Alberto
16
Ferson, Wayne E.
16
Zhou, Guofu
16
Gupta, Rangan
15
Harvey, Campbell R.
15
Ono, Tetsuo
15
Prettner, Klaus
15
Batabyal, Amitrajeet A.
14
Cochrane, John H.
14
Creedy, John
14
Levine, Ross
14
Marjit, Sugata
14
Strulik, Holger
14
Agénor, Pierre-Richard
13
Bretschger, Lucas
13
Chang, Yang-ming
13
Levy, Haim
13
Bossaerts, Peter L.
12
Fabozzi, Frank J.
12
Fama, Eugene F.
12
Gersbach, Hans
12
He, Xue-zhong
12
Kubler, Felix
12
Lee, Cheng F.
12
Lima, Gilberto Tadeu
12
Matsumura, Toshihiro
12
Nijkamp, Peter
12
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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
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The review of financial studies
1
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ECONIS (ZBW)
13
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1
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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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