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Letent Variable Models for Sto...
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85
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52
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39
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34
Ghysels, E.
34
EHLERS, Lars
23
Dufour, J.M.
22
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21
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17
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16
Perron, P.
16
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Ng, S.
15
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15
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14
RUGE-MURCIA, Francisco J.
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Ghysels, Eric
13
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Monfort, Alain
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Almeida, Caio
12
Antoine, Bertille
12
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12
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11
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10
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10
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9
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Advances in economics and econometrics: theory and applications ; Vol. 3
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RePEc
676
ECONIS (ZBW)
188
OLC EcoSci
16
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21
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:
22
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:
23
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
24
The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
Saved in:
25
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:
26
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
27
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
28
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:
29
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:
30
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:
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