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Testing for Common Roots.
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CAPM
Theorie
107
Theory
105
Estimation theory
49
Schätztheorie
49
Volatilität
32
Volatility
31
Time series analysis
26
Zeitreihenanalyse
26
Stochastic process
23
Stochastischer Prozess
23
Method of moments
22
Momentenmethode
22
Option pricing theory
20
Optionspreistheorie
20
Econometrics
12
GMM
12
Risikoprämie
12
Induktive Statistik
11
Kreditrisiko
11
Statistical inference
11
Ökonometrie
11
Derivat
10
Derivative
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Probability theory
10
Risk premium
10
Wahrscheinlichkeitsrechnung
10
Portfolio-Management
9
ARCH model
8
ARCH-Modell
8
Börsenkurs
8
Causality analysis
8
Instrumental variables
8
Kausalanalyse
8
Risiko
8
Risk
8
Share price
8
Statistical theory
8
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9
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6
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17
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15
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Aufsatz in Zeitschrift
15
Arbeitspapier
11
Graue Literatur
11
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11
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11
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2
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2
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1
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Language
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English
32
Author
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Renault, Eric
30
Gagliardini, Patrick
8
Antoine, Bertille
6
Garcia, René
6
Gouriéroux, Christian
6
Proulx, Kevin
6
Chabi-Yo, Fousseni
3
Frazier, David T.
2
Gourieroux, Christian
2
Hansen, Lars Peter
2
Kan, Raymond
2
Ludvigson, Sydney C.
2
Pastorello, Sergio
2
Robotti, Cesare
2
Ronchetti, Diego
2
Babsiri, Mohamed el
1
Boloor, Ali
1
Chaudhuri, Saraswata
1
Christoffersen, Peter
1
Darolles, Serge
1
Doz, Catherine
1
Dridi, Ramdan
1
Emmanuelle, Jay
1
Fan, Yanqin
1
Fournier, Mathieu
1
Guay, Alain
1
Han, Hyojin
1
Khrapov, Stanislav
1
Leisen, Dietmar
1
Luger, Richard
1
Patilea, Valentin
1
Semenov, Andrei
1
Wahlstrom, Oscar
1
Werker, Bas J. M.
1
van der Heijden, Thijs
1
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Journal of financial econometrics
6
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Document / DELTA
1
Documents de travail / THEMA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic theory
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The econometrics journal
1
The review of financial studies
1
Working paper / Bank of Canada
1
Working paper series / Emory University, Department of Economics
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ECONIS (ZBW)
32
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1
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
2
Temporal aggregation and tests of the arbitrage pricing theory
Babsiri, Mohamed el
;
Renault, Eric
-
1990
-
Preliminary version
Persistent link: https://www.econbiz.de/10000789705
Saved in:
3
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
4
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453604
Saved in:
5
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
6
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:
7
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
8
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
9
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
10
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
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