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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
113
Theory
113
economic models
58
CAPM
48
Estimation theory
42
Schätztheorie
42
econometrics
40
ECONOMIC MODELS
35
Volatility
33
Volatilität
33
ECONOMETRICS
29
Capital income
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
FINANCIAL MARKET
12
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Undetermined
11
Free
7
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Article
18
Book / Working Paper
8
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Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
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English
26
Author
All
Garcia, René
21
Almeida, Caio
9
Ardison, Kym
9
Renault, Eric
6
Vicente, Jose
6
Bonomo, Marco Antonio
4
Meddahi, Nour
4
Camponovo, Lorenzo
3
Scaillet, Olivier
3
Trojani, Fabio
3
Tédongap, Roméo
3
Bali, Turan G.
2
Dobrev, Dobrislav
2
Díez de los Ríos, Antonio
2
Fontaine, Jean-Sébastien
2
Gungor, Sermin
2
Jacobs, Kris
2
Schaumburg, Ernst
2
Vicente, José Valentim Machado
2
Campani, Carlos Heitor
1
Chabi-Yo, Fousseni
1
Cheng, Xu
1
Dufour, Jean-Marie
1
Han, Hyojin
1
Khrapov, Stanislav
1
Kichian, Maral
1
Leisen, Dietmar
1
Lewin, Marcelo
1
Sangrey, Paul
1
Taamouti, Abderrahim
1
Veredas, David
1
Werker, Bas J. M.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of econometrics
5
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
CORE discussion papers : DP
1
IDEI working papers
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of empirical finance
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 review of financial studies
1
Working paper / Bank of Canada
1
Working papers / Penn Institute for Economic Research
1
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ECONIS (ZBW)
26
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1
Estimation of stable distributions by indirect inference
Garcia, René
(
contributor
);
Renault, Eric
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402433
Saved in:
2
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
3
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:
4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
5
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:
6
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:
7
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
8
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:
9
Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
Saved in:
10
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:
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