//--> //--> //--> //-->
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
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
Risk Aversion, Intertemporal S...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
137
Theory
135
CAPM
51
Estimation theory
46
Schätztheorie
46
Volatility
40
Volatilität
39
Capital income
35
Kapitaleinkommen
35
Risikoprämie
28
Risk premium
27
Time series analysis
24
Zeitreihenanalyse
24
Stochastic process
23
Stochastischer Prozess
23
Börsenkurs
22
Share price
22
Estimation
21
Method of moments
21
Momentenmethode
21
Option pricing theory
21
Optionspreistheorie
21
Schätzung
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
USA
17
Portfolio-Management
16
Risiko
16
United States
16
Risk
15
Portfolio selection
14
Financial markets
12
Finanzmarkt
12
Forecasting model
12
GMM
12
Probability theory
12
Prognoseverfahren
12
Wahrscheinlichkeitsrechnung
12
Causality analysis
11
Financial market
11
more ...
less ...
Online availability
All
Free
488
Undetermined
84
Type of publication
All
Book / Working Paper
1,071
Article
238
Type of publication (narrower categories)
All
Article in journal
111
Aufsatz in Zeitschrift
111
Working Paper
67
Arbeitspapier
61
Graue Literatur
57
Non-commercial literature
57
Amtsdruckschrift
12
Aufsatz im Buch
12
Book section
12
Government document
12
Collection of articles of several authors
4
Sammelwerk
4
Article
2
Festschrift
2
Interview
2
Aufsatzsammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
Undetermined
1,033
English
261
French
15
Author
All
Renault, Eric
236
Garcia, René
233
Gourieroux, Christian
55
Gouriéroux, Christian
39
Monfort, Alain
38
Ghysels, Eric
27
Luger, Richard
26
Almeida, Caio
23
Darolles, Serge
23
Robert, Christian P,
23
Antoine, Bertille
21
Florens, Jean-Pierre
20
Meddahi, Nour
20
Fougère, Denis
19
Linnemer, Laurent
19
Rindisbacher, Marcel
18
Bonomo, Marco
17
Chabi-Yo, Fousseni
17
Gagliardini, Patrick
16
Patilea, Valentin
16
Touzi, Nizar
16
Bertail, Patrice
15
Maurin, Eric
15
Robert, Christian P.
15
Rousseau, Judith
15
Crépon, Bruno
14
Dufour, Jean-Marie
14
Francq, Christian
14
Février, Philippe
14
Kramarz, Francis
14
Mairesse, Jacques
14
Scaillet, Olivier
14
Zakoïan, Jean-Michel
14
Ardison, Kym
13
Bonomo, Marco Antonio
13
Choné, Philippe
13
Magnac, Thierry
13
Pastorello, Sergio
13
Renault, Éric
13
d'Haultfoeuille, Xavier
13
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
Bank of Canada
10
Département de Sciences Économiques, Université de Montréal
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Department of Economics, Simon Fraser University
4
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
3
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
3
Center for Economic Research <Tilburg>
2
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
2
Carleton University, Department of Economics
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Department of Economics, Emory University
1
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
1
Econometric Society
1
Federal Reserve Bank of New York
1
London School of Economics (LSE)
1
Risk and Insurance Archive
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Toulouse School of Economics (TSE)
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
867
Journal of econometrics
41
CIRANO Working Papers
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of Econometrics
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Cahier / Département de Sciences Économiques, Université de Montréal
9
The review of financial studies
9
Working Papers / Bank of Canada
9
Cahiers de recherche
8
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of financial econometrics
7
Journal of Financial 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
The Canadian journal of economics
6
Bank of Canada Working Paper
5
Econometric reviews
5
Journal of applied econometrics
5
Journal of banking & finance
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
Staff working paper / Bank of Canada
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
4
Annales d'Economie et de Statistique
3
CIRANO - Scientific Publication
3
Canadian Journal of Economics
3
Econometric Theory
3
Econometrica
3
IDEI Working Papers
3
Journal of Business & Economic Statistics
3
Journal of international money and finance
3
L'Actualité Economique
3
Mathematical Finance
3
Review of Financial Studies
3
ULB Institutional Repository
3
more ...
less ...
Source
All
RePEc
1,003
ECONIS (ZBW)
247
OLC EcoSci
49
EconStor
8
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
1,309
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
Centre de Recherche en Économie et Statistique …
-
2000
Persistent link: https://www.econbiz.de/10005350687
Saved in:
2
Latent Variable Models for Stochastic Discount
Garcia, René
;
Renault, Eric
-
Centre de Recherche en Économie et Statistique …
-
2000
Persistent link: https://www.econbiz.de/10005704129
Saved in:
3
Asymmetric Smiles, Leverage Effects and Structural Parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
Centre de Recherche en Économie et Statistique …
-
2000
Persistent link: https://www.econbiz.de/10005823140
Saved in:
4
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:
5
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:
6
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
7
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:
8
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->