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Special Issue on "Multivariate...
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Volatility
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
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
Stochastischer Prozess
9
Capital market returns
8
Financial markets
8
Finanzmarkt
8
Kapitalmarktrendite
8
Preismanagement
8
Pricing strategy
8
Risikoaversion
8
Risk management
8
Schock
8
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7
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9
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7
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7
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4
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4
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English
16
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Garcia, René
16
Renault, Eric
5
Dufour, Jean-Marie
3
Taamouti, Abderrahim
3
Bonomo, Marco Antonio
2
Ghysels, Eric
2
Gungor, Sermin
2
Mantilla-Garcia, Daniel
2
Martellini, Lionel
2
Meddahi, Nour
2
Tédongap, Roméo
2
Almeida, Caio
1
Ardison, Kym
1
Diebhold, Francis X.
1
Fontaine, Jean-Sebastien
1
Fontaine, Jean-Sébastien
1
Jacobs, Kris
1
Lewis, Marc-André
1
Orłowski, Piotr
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CIRANO - Scientific Publication
1
CIRANO Scientific Publication
1
IDEI working papers
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
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
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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1
The review of financial studies
1
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1
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
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
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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