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State dependence in fundamenta...
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Theorie
167
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164
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70
Capital income
54
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54
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47
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46
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46
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46
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39
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38
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29
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28
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28
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27
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27
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27
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26
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26
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25
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21
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21
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21
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19
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16
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15
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Renault, Eric
236
Garcia, René
233
Chabi-Yo, Fousseni
91
Renault, E.
53
Garcia, R.
40
Luger, Richard
26
Almeida, Caio
23
Ghysels, Eric
23
Antoine, Bertille
21
Gouriéroux, Christian
21
Meddahi, Nour
20
Rindisbacher, Marcel
18
Bonomo, Marco
17
Florens, Jean-Pierre
15
Monfort, Alain
15
Touzi, Nizar
14
Ardison, Kym
13
Bali, Turan G.
13
Bonomo, Marco Antonio
13
Pastorello, Sergio
13
Renault, Éric
13
Dufour, Jean-Marie
12
Frazier, David T.
12
Gagliardini, Patrick
12
Fontaine, Jean-Sébastien
11
Veredas, David
11
Werker, Bas J. M.
11
Yang, Jun
11
Bonomo, M.
10
Cakici, Nusret
10
Comte, F.
10
Gourieroux, C.
10
Tédongap, Roméo
10
GARCIA, René
9
RENAULT, Eric
9
Comte, Fabienne
8
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8
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8
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8
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7
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26
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20
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18
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13
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10
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7
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7
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6
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4
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3
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3
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2
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1
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1
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1
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1
Toulouse School of Economics (TSE)
1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Journal of econometrics
42
Cahiers de recherche
38
CIRANO Working Papers
25
Journal of Econometrics
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
The review of financial studies
13
Working Papers / Bank of Canada
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Toulouse - GREMAQ
10
Cahier / Département de Sciences Économiques, Université de Montréal
9
Econometric theory
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of banking & finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Bank of Canada Working Paper
7
Fisher College of Business working paper series
7
Journal of financial econometrics
7
Working Paper Series / Charles A. Dice Center for Research in Financial Economics, Fisher College of Business
7
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Journal of Financial Econometrics
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
L' Actualité économique : revue trimest.
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Staff working paper / Bank of Canada
6
The Canadian journal of economics
6
Econometric reviews
5
Econometrica
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Working paper / Bank of Canada
5
CORE Discussion Papers
4
Discussion Papers / Department of Economics, Simon Fraser University
4
Econometric Theory
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of international money and finance
4
Management Science
4
Review of Financial Studies
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
Annales d'Economie et de Statistique
3
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ECONIS (ZBW)
299
RePEc
230
OLC EcoSci
71
EconStor
11
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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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 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:
3
The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003884345
Saved in:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
8
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:
9
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:
10
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
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