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:"Stochastischer Prozess"
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
Special Issue on "Multivariate...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
67
Theory
67
Capital income
30
Kapitaleinkommen
30
CAPM
27
Börsenkurs
19
Risikoprämie
19
Share price
19
Estimation
18
Risk premium
18
Schätzung
18
Volatility
16
Volatilität
16
USA
15
United States
14
Option pricing theory
13
Optionspreistheorie
13
Risiko
13
Risk
13
Forecasting model
12
Prognoseverfahren
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Portfolio selection
10
Portfolio-Management
10
Hedging
9
Liquidity
9
Liquidität
9
Risk aversion
9
Stochastic process
9
Capital market returns
8
Financial markets
8
Finanzmarkt
8
Kapitalmarktrendite
8
Preismanagement
8
Pricing strategy
8
Risikoaversion
8
Risk management
8
Schock
8
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
9
Author
All
Garcia, René
9
Renault, Eric
6
Luger, Richard
2
Almeida, Caio
1
Campani, Carlos Heitor
1
Chabi-Yo, Fousseni
1
Detemple, Jérôme B.
1
Ghysels, Eric
1
Lewis, Marc-André
1
Pastorello, Sergio
1
Rindisbacher, Marcel
1
more ...
less ...
Published in...
All
Cahier / Département de Sciences Économiques, Université de Montréal
1
Finance and stochastics
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
3
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:
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
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
6
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
7
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
