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~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
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pricing
7
PRICING
5
ECONOMIC MODELS
3
FINANCIAL MARKET
2
economic equilibrium
2
economic models
2
enterprises
2
LATENT VARIABLES
1
consumption
1
demand
1
duopolies
1
information
1
insurance
1
moral hazard
1
research and development
1
risk
1
trains
1
utility functions
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Garcia, R.
6
Renault, E.
3
Bonomo, M.
2
Ghysels, E.
2
Luger, R.
2
BOYER, M.
1
Bonomo, m.
1
CRAMPES, C.
1
DIONNE, G.
1
Garcia, r.
1
Gaudry, M.
1
Gourieroux, C.
1
HARRIGTON, E.S.
1
HOLLANDER, A.
1
Jasiak, J.
1
Kichian, M.
1
Le Leyzour, A.
1
MOREAUX, M.
1
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Institution
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
International Monetary Fund (IMF)
114
International Monetary Fund
102
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
64
National Bureau of Economic Research
54
NET Institute
41
Department of Agricultural and Resource Economics, University of Connecticut
32
C.E.P.R. Discussion Papers
28
EconWPA
25
International Water Management Institute (IWMI)
23
HAL
20
Rodney L. White Center for Financial Research, Wharton School of Business
20
Graduate School of Business, Columbia University
19
Institute of Social and Economic Research (ISER), Osaka University
17
Wisconsin Madison - Social Systems
16
Tilburg University, Center for Economic Research
15
Michigan - Center for Research on Economic & Social Theory
13
William E. Simon Graduate School of Business Administration, University of Rochester
13
eSocialSciences
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
10
Department of Economics, Pennsylvania State University
10
Department of Economics, University of Warwick
10
Department of Economics, University of Washington
10
Département de Sciences Économiques, Université de Montréal
10
Faculty of Economics, University of Cambridge
10
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
10
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
9
Harvard Institute of Economic Research (HIER), Department of Economics
9
Krannert School of Management, Purdue University
9
School of Economics and Finance, Tasmanian School of Business and Economics
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
8
Institute for International Economic Studies (IIES), Stockholms Universitet
8
International Telecommunications Society (ITS)
8
Springer Fachmedien Wiesbaden
8
Swiss National Centre of Competence in Research North South <Bern>
8
Université Paris-Dauphine (Paris IX)
8
Antitrust Division, Department of Justice
7
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
7
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RePEc
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1
Asymmetric Smiles, Leverage Effects and Structural Parameters.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
asset
pricing
framework. …
Persistent link: https://www.econbiz.de/10005346027
Saved in:
2
Empirical Assessment of an Intertemporal option
Pricing
Model with Latent variables.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
This assesses the empirical performance of an intertemporal option
pricing
model with latent variables with generalized …
Persistent link: https://www.econbiz.de/10005346028
Saved in:
3
Letent Variable Models for Stochastic Discount Factors.
Garcia, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
Saved in:
4
Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E.
;
Gourieroux, C.
;
Jasiak, J.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353050
Saved in:
5
Improving a Fragile Linear Logit Model Specified for High Speed Rail Demand Analysis in the Quebec-Windsor Corridor of Canada.
Gaudry, M.
;
Le Leyzour, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353087
Saved in:
6
On the Dynamic Specification of International Asset
Pricing
Models.
Kichian, M.
;
Garcia, R.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353088
Saved in:
7
STRATEGIC
PRICING
AND INFORMATIVE ADVERTISING.
BOYER, M.
;
MOREAUX, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005353103
Saved in:
8
AN INTRODUCTION TO INSURANCE ECONOMICS.
DIONNE, G.
;
HARRIGTON, E.S.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005353107
Saved in:
9
Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles.
Garcia, R.
;
Bonomo, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005729588
Saved in:
10
Can Well-Fitted Equilibrium Asset
Pricing
Model Produce Mean Reversion?
Bonomo, m.
;
Garcia, r.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005729599
Saved in:
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