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Theorie
Theory
113
economic models
58
CAPM
48
Estimation theory
42
Schätztheorie
42
econometrics
40
ECONOMIC MODELS
35
Volatility
33
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33
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29
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Optionspreistheorie
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108
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5
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Renault, Eric
77
Garcia, René
51
Gouriéroux, Christian
15
Antoine, Bertille
8
Bonomo, Marco Antonio
8
Gagliardini, Patrick
8
Ghysels, Eric
7
Monfort, Alain
7
Almeida, Caio
6
Ardison, Kym
6
Luger, Richard
6
Proulx, Kevin
6
Chabi-Yo, Fousseni
5
Comte, Fabienne
5
Florens, Jean-Pierre
5
Touzi, Nizar
5
Darolles, Serge
4
Lusardi, Annamaria
4
Ng, Serena
4
Pastorello, Sergio
4
Vicente, Jose
4
Werker, Bas J. M.
4
Carvalho, Carlos Viana de
3
Detemple, Jérôme B.
3
Dufour, Jean-Marie
3
Meddahi, Nour
3
Rindisbacher, Marcel
3
Campani, Carlos Heitor
2
Camponovo, Lorenzo
2
Dridi, Ramdan
2
Hansen, Lars Peter
2
Kan, Raymond
2
Leisen, Dietmar
2
Ludvigson, Sydney C.
2
Malta, Vivian
2
Patilea, Valentin
2
Rigato, Rodolfo
2
Robotti, Cesare
2
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2
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2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Journal of econometrics
12
Cahier / Département de Sciences Économiques, Université de Montréal
8
Journal of financial econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of banking & finance
3
L' Actualité économique : revue trimest.
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annales d'économie et de statistique
2
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of international money and finance
2
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2
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2
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2
The Canadian journal of economics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
American economic journal
1
CEA_372Cass working paper series
1
CORE discussion paper : DP
1
Carleton economic papers
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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1
Document / DELTA
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Finance and stochastics
1
Handbook of econometrics ; Vol. 6B
1
International economic review
1
Journal of development economics
1
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ECONIS (ZBW)
113
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1
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
2
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
3
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
4
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:
5
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
6
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:
7
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
8
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
9
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
10
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
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