//--> //--> //--> //-->
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
~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 ET INTERVIEW: CHRISTIAN GO...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Theorie
197
Theory
194
Estimation theory
83
Schätztheorie
83
Time series analysis
82
Zeitreihenanalyse
82
Prognoseverfahren
77
Forecasting model
76
Volatility
75
Volatilität
73
Estimation
58
Schätzung
58
CAPM
52
USA
48
United States
47
Kapitaleinkommen
36
Börsenkurs
32
Share price
32
Stochastic process
30
Stochastischer Prozess
30
Method of moments
27
Momentenmethode
27
Saisonale Schwankungen
24
Seasonal variations
24
Option pricing theory
23
Optionspreistheorie
23
Regression analysis
23
Regressionsanalyse
23
ARCH model
22
ARCH-Modell
22
Risikoprämie
22
Risk premium
21
Ökonometrie
21
Econometrics
20
Monetary policy
19
Risiko
19
Risk
18
Geldpolitik
17
Causality analysis
16
more ...
less ...
Online availability
All
Free
20
Undetermined
4
Type of publication
All
Book / Working Paper
23
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Non-commercial literature
9
Language
All
English
36
Author
All
Ghysels, Eric
30
Jagannathan, Ravi
6
Renault, Eric
6
Chabot, Benjamin
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Guérin, Pierre
3
Marcellino, Massimiliano
3
Andreou, Elena
2
Chabot, Benjamin Remy
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Hafner, Christian M.
2
Horan, Casidhe
2
Jasiak, Joann
2
Plazzi, Alberto
2
Valkanov, Rossen
2
Bocart, Fabian
1
Bocart, Fabian Y. R. P.
1
Bocart, Fabian Y.R.P.
1
Cao, Charles Q.
1
Chabi-Yo, Fousseni
1
Chen, Xilong
1
Cheng, Xu
1
Forsberg, Lars
1
Garcia, René
1
Gouriéroux, Christian
1
Hafner, Christian
1
Han, Hyojin
1
Hatheway, Frank
1
Khrapov, Stanislav
1
Le, Anh
1
Leisen, Dietmar
1
Meddahi, Nour
1
Moench, Emanuel
1
Mönch, Emanuel
1
Park, Sunjin
1
Sangrey, Paul
1
Veredas, David
1
Wang, Fangfang
1
more ...
less ...
Institution
All
National Bureau of Economic Research
3
Published in...
All
Journal of econometrics
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
CORE discussion papers : DP
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
NBER Working Paper
2
Discussion paper / Centre for Economic Policy Research
1
FRB of New York Staff Report
1
Journal of applied econometrics
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Research paper series / Swiss Finance Institute
1
Staff reports / Federal Reserve Bank of New York
1
Staff working paper / Bank of Canada
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
2
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:
3
Estimation of stable distributions by indirect inference
Garcia, René
(
contributor
);
Renault, Eric
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402433
Saved in:
4
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
5
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
6
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
7
Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003791258
Saved in:
8
Why do absolute returns predict volatility so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
Saved in:
9
Momentum cycles and limits to arbitrage evidence from Victorian England and post-depression US stock markets
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2009
Persistent link: https://www.econbiz.de/10003923538
Saved in:
10
Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998
Cao, Charles Q.
;
Ghysels, Eric
;
Hatheway, Frank
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 629-658
Persistent link: https://www.econbiz.de/10009009214
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->