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Stochastic process
Theorie
113
Theory
113
economic models
58
CAPM
48
Estimation theory
42
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42
econometrics
40
ECONOMIC MODELS
35
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33
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33
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29
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26
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26
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25
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25
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23
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Optionspreistheorie
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Nichtparametrisches Verfahren
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United States
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14
competition
14
contracts
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economic equilibrium
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risk
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23
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Renault, Eric
19
Garcia, René
9
Comte, Fabienne
3
Pastorello, Sergio
3
Touzi, Nizar
3
Ghysels, Eric
2
Luger, Richard
2
Almeida, Caio
1
Campani, Carlos Heitor
1
Chabi-Yo, Fousseni
1
Cheng, Xu
1
Coutin, Laure
1
Detemple, Jérôme B.
1
Doz, Catherine
1
Dridi, Ramdan
1
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1
Gouriéroux, Christian
1
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1
Harvey, Andrew C.
1
Lewis, Marc-André
1
Meddahi, Nour
1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of finance
1
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1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Finance and stochastics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative economics : QE ; journal of the Econometric Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
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1
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
2
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
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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
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
5
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
6
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
7
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
Saved in:
8
Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
Campani, Carlos Heitor
;
Garcia, René
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 364-384
Persistent link: https://www.econbiz.de/10012120271
Saved in:
9
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
10
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
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