//--> //--> //--> //-->
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"
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
Letent Variable Models for Sto...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Estimation theory
9
Schätztheorie
9
CAPM
5
Capital income
5
Kapitaleinkommen
5
Volatility
4
Volatilität
4
Econometrics
3
Financial market
3
Finanzmarkt
3
Method of moments
3
Momentenmethode
3
Stochastic process
3
Stochastischer Prozess
3
Ökonometrie
3
Causality analysis
2
Derivat
2
Derivative
2
GMM
2
Induktive Statistik
2
Kausalanalyse
2
Option pricing theory
2
Optionspreistheorie
2
Probability theory
2
Statistical distribution
2
Statistical inference
2
Statistische Verteilung
2
Time series analysis
2
Wahrscheinlichkeitsrechnung
2
Zeitreihenanalyse
2
1965-1996
1
ARCH model
1
ARCH-Modell
1
Admissible performance measures
1
Affine pricing models
1
Aggregation
1
Asset pricing
1
Black-Scholes model
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
26
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Language
All
English
27
Undetermined
1
Author
All
Renault, Eric
22
Garcia, René
9
Veredas, David
4
Antoine, Bertille
3
Frazier, David T.
3
Almeida, Caio
2
Chaudhuri, Saraswata
2
Halbleib, Roxana
2
Kristensen, Dennis
2
Meddahi, Nour
2
Werker, Bas J. M.
2
Ardison, Kym
1
Bonnal, Hélène
1
Bonomo, Marco Antonio
1
Carrasco, Marine
1
Chernozhukov, Victor
1
Comte, F.
1
Czellar, Veronika
1
Darolles, Serge
1
Detemple, Jérôme B.
1
Dridi, Ramdan
1
Dufour, Jean-Marie
1
Gençay, Ramazan
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Gouriéroux, Christian
1
Guay, Alain
1
Han, Hyojin
1
Heijden, Thijs van der
1
Khrapov, Stanislav
1
Lewis, Marc-André
1
Luger, Richard
1
Monfort, Alain
1
Paolella, Marc S.
1
Pastorello, Sergio
1
Pelletier, Denis
1
Renault, E.
1
Rindisbacher, Marcel
1
Samorodnitsky, Gennady
1
Tédongap, Roméo
1
more ...
less ...
Published in...
All
Journal of econometrics
Cahiers de recherche
634
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Toulouse - GREMAQ
10
Cahier / Département de Sciences Économiques, Université de Montréal
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of financial econometrics
7
Econometric theory
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working paper / Bank of Canada
5
Econometric reviews
4
Journal of applied econometrics
4
Journal of empirical finance
4
Staff working paper / Bank of Canada
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
Journal of banking & finance
3
Journal of international money and finance
3
L' Actualité économique : revue trimest.
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The Canadian journal of economics
3
The review of financial studies
3
Warwick economic research papers
3
Annales d'économie et de statistique
2
Applied ergonomics : the journal of people's relationships with equipment, environments and work systems
2
CORE discussion paper : DP
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometrica
2
Journal of Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of development economics
2
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Série des documents de travail
2
The econometrics journal
2
The journal of finance : the journal of the American Finance Association
2
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
OLC EcoSci
1
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
2
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:
3
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
5
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
Saved in:
6
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:
7
Asymptotic properties of Monte Carlo estimators of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10003368411
Saved in:
8
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René
;
Gençay, Ramazan
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Saved in:
9
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:
10
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->