//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations"
~subject:"Capital income"
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
The Effects of Environmental T...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Kapitaleinkommen
11
Theorie
11
Theory
11
Estimation
8
Risiko
8
Risikoprämie
8
Risk
8
Risk premium
8
Schätzung
8
Börsenkurs
7
Share price
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Capital market returns
4
Forecasting model
4
Kapitalmarktrendite
4
Prognoseverfahren
4
Risikomaß
4
Risk measure
4
Volatility
4
Volatilität
4
CAPM
3
Estimation theory
3
Schätztheorie
3
risk-neutral probability
3
tail risk
3
Derivat
2
Derivative
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risk management
2
economic predictability
2
prediction of market returns
2
risk factor
2
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
9
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
11
Author
All
Garcia, René
11
Almeida, Caio
8
Ardison, Kym
8
Vicente, Jose
6
Bali, Turan G.
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Bonomo, Marco Antonio
1
Dufour, Jean-Marie
1
Fontaine, Jean-Sébastien
1
Gungor, Sermin
1
Meddahi, Nour
1
Taamouti, Abderrahim
1
Tédongap, Roméo
1
Vicente, José Valentim Machado
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
CORE discussion papers : DP
1
IDEI working papers
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff working paper / Bank of Canada
1
Swiss Finance Institute Research Paper
1
The review of financial studies
1
Working paper / Bank of Canada
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien
;
Garcia, René
;
Gungor, Sermin
-
2016
Persistent link: https://www.econbiz.de/10011458739
Saved in:
3
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
4
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
5
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 349-378
Persistent link: https://www.econbiz.de/10012438396
Saved in:
6
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
7
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->