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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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
Kapitaleinkommen
26
Risikoprämie
25
Risk premium
25
Stochastic process
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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3
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2
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Article
15
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8
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Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
7
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
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2
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2
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2
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2
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English
23
Author
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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
Frazier, David T.
1
Gouriéroux, Christian
1
Guay, Alain
1
Harvey, Andrew C.
1
Lewis, Marc-André
1
Meddahi, Nour
1
Renault, E.
1
Rindisbacher, Marcel
1
Sangrey, Paul
1
Valéry, P.
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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
CORE discussion paper : DP
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
Tools and techniques
1
Working paper / Bank of Canada
1
Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
23
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1
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:
2
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
3
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
4
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:
5
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
6
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
Saved in:
7
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:
8
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:
9
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:
10
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
1
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