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CAPM
Theorie
170
Theory
166
Volatility
63
Volatilität
63
Estimation theory
55
Schätztheorie
55
Börsenkurs
45
Capital income
44
Kapitaleinkommen
44
Share price
43
Schätzung
41
Estimation
39
Time series analysis
36
Zeitreihenanalyse
36
Risikoprämie
28
Risk premium
27
Stochastic process
26
Stochastischer Prozess
26
USA
25
United States
24
Statistical distribution
22
Statistische Verteilung
22
Method of moments
21
Momentenmethode
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Option pricing theory
21
Optionspreistheorie
21
ARCH model
18
ARCH-Modell
18
Forecasting model
18
Prognoseverfahren
18
Finanzmarkt
16
Portfolio-Management
16
Risiko
16
Risk
16
Financial market
15
Portfolio selection
14
Econometrics
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Article
28
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23
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Article in journal
26
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Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
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15
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Language
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English
50
French
1
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Renault, Eric
30
Garcia, René
27
Gagliardini, Patrick
8
Bonomo, Marco Antonio
7
Antoine, Bertille
6
Gouriéroux, Christian
6
Proulx, Kevin
6
Almeida, Caio
4
Chabi-Yo, Fousseni
3
Gungor, Sermin
3
Meddahi, Nour
3
Tédongap, Roméo
3
Fontaine, Jean-Sébastien
2
Frazier, David T.
2
Ghysels, Eric
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
Czellar, Veronika
1
Doz, Catherine
1
Dridi, Ramdan
1
Díez de los Ríos, Antonio
1
Fan, Yanqin
1
Fontaine, Jean-Sebastien
1
Guay, Alain
1
Han, Hyojin
1
Khrapov, Stanislav
1
Le Grand, Francois
1
Leisen, Dietmar
1
Lewin, Marcelo
1
Luger, Richard
1
Patilea, Valentin
1
Semenov, Andrei
1
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Journal of financial econometrics
6
Journal of econometrics
5
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
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
IDEI working papers
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic theory
1
Journal of empirical finance
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
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics journal
1
Working paper series / Emory University, Department of Economics
1
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ECONIS (ZBW)
51
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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
Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René
- In:
L' Actualité économique : revue trimest.
74
(
1998
)
3
,
pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
Saved in:
8
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
9
Can a well-fitted equilibrium asset pricing model produce mean reversion?
Bonomo, Marco Antonio
;
Garcia, René
-
1992
Persistent link: https://www.econbiz.de/10000136222
Saved in:
10
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
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