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CAPM
Theorie
113
Theory
113
economic models
58
Estimation theory
42
Schätztheorie
42
econometrics
40
ECONOMIC MODELS
35
Volatility
33
Volatilität
33
ECONOMETRICS
29
Capital income
26
Kapitaleinkommen
26
Risikoprämie
25
Risk premium
25
Stochastic process
23
Stochastischer Prozess
23
Time series analysis
22
Zeitreihenanalyse
22
Method of moments
20
Momentenmethode
20
Option pricing theory
19
Optionspreistheorie
19
TESTS
18
Estimation
17
Schätzung
17
Börsenkurs
16
Share price
16
information
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
USA
15
United States
15
tests
15
INFORMATION
14
competition
14
contracts
14
economic equilibrium
14
risk
14
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12
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Article
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English
44
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Renault, Eric
29
Garcia, René
22
Gagliardini, Patrick
8
Antoine, Bertille
6
Bonomo, Marco Antonio
6
Gouriéroux, Christian
6
Proulx, Kevin
6
BEAULIEU, Marie-Claude
3
Chabi-Yo, Fousseni
3
DUFOUR, Jean-Marie
3
KHALAF, Lynda
3
Meddahi, Nour
3
Tédongap, Roméo
3
Almeida, Caio
2
Fontaine, Jean-Sébastien
2
Frazier, David T.
2
Ghysels, Eric
2
Gungor, Sermin
2
Hansen, Lars Peter
2
Kan, Raymond
2
Kichian, Maral
2
Ludvigson, Sydney C.
2
Pastorello, Sergio
2
Robotti, Cesare
2
Ronchetti, Diego
2
Babsiri, Mohamed el
1
Campani, Carlos Heitor
1
Chaudhuri, Saraswata
1
Doz, Catherine
1
Dridi, Ramdan
1
Díez de los Ríos, Antonio
1
Fan, Yanqin
1
Guay, Alain
1
Han, Hyojin
1
Khrapov, Stanislav
1
Leisen, Dietmar
1
Lewin, Marcelo
1
Luger, Richard
1
Patilea, Valentin
1
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1
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
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Journal of financial econometrics
6
Journal of econometrics
5
Cahiers de recherche
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of international money and finance
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
The review of financial studies
2
Working paper / Bank of Canada
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CEA_372Cass working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Document / DELTA
1
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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
IDEI working papers
1
Journal of applied econometrics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial sur l'économie du développement
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 econometrics journal
1
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ECONIS (ZBW)
45
RePEc
3
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1
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:
2
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
Saved in:
3
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:
4
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
5
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
6
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
7
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:
8
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
9
The option CAPM and the performance of hedge funds
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Review of derivatives research
14
(
2011
)
2
,
pp. 137-167
Persistent link: https://www.econbiz.de/10009272484
Saved in:
10
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
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