//--> //--> //--> //-->
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
Causality effects in return vo...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
146
Theory
144
Estimation theory
68
Schätztheorie
68
Time series analysis
44
Zeitreihenanalyse
44
Portfolio-Management
43
Portfolio selection
41
CAPM
37
Volatility
30
Volatilität
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Option pricing theory
25
Optionspreistheorie
25
Stochastic process
25
Stochastischer Prozess
25
Method of moments
21
Momentenmethode
21
Statistical test
21
Statistischer Test
21
Altersvorsorge
14
Capital income
14
Kapitaleinkommen
14
Retirement provision
14
Risikoprämie
14
Risk premium
14
Risiko
13
ECONOMETRICS
12
GMM
12
Pension fund
12
Pensionskasse
12
Risk
12
Statistical distribution
12
Statistische Verteilung
12
ARCH model
11
ARCH-Modell
11
Estimation
11
Induktive Statistik
11
Schätzung
11
more ...
less ...
Online availability
All
Free
151
Undetermined
72
Type of publication
All
Book / Working Paper
257
Article
201
Type of publication (narrower categories)
All
Working Paper
96
Article in journal
95
Aufsatz in Zeitschrift
95
Arbeitspapier
94
Graue Literatur
88
Non-commercial literature
88
Amtsdruckschrift
12
Aufsatz im Buch
12
Book section
12
Government document
12
Collection of articles of several authors
4
Sammelwerk
4
Article
2
Interview
2
Festschrift
1
Hochschulschrift
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
262
Undetermined
186
French
5
Dutch
4
German
1
Author
All
Renault, Eric
236
Werker, Bas J. M.
155
Renault, E.
53
Garcia, René
39
Drost, Feike C.
29
Hallin, Marc
27
Nijman, Theodore E.
24
Antoine, Bertille
21
Gouriéroux, Christian
21
Ghysels, Eric
18
Chabi-Yo, Fousseni
17
Werker, Bas
17
Akker, Ramon van den
15
Florens, Jean-Pierre
15
Monfort, Alain
15
Touzi, Nizar
14
Koijen, Ralph S. J.
13
Van den Akker, Ramon
13
Frazier, David T.
12
Gagliardini, Patrick
12
Luger, Richard
12
Pastorello, Sergio
11
Veredas, David
11
Andreou, Elena
10
Comte, F.
10
Gourieroux, C.
10
Garcia, R.
9
Nijman, Theo
9
RENAULT, Eric
9
Roon, Frans de
9
Comte, Fabienne
8
Darolles, Serge
8
Meddahi, Nour
8
Dridi, Ramdan
7
Dufour, Jean-Marie
7
Gourieroux, Christian
7
Nijman, Theo E.
7
Peijnenburg, Kim
7
Touzi, N.
7
Vermandele, Catherine
7
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
12
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
10
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
10
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
7
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Bank of Canada
4
Department of Economics, Simon Fraser University
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
Département de Sciences Économiques, Université de Montréal
2
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
2
Tilburg University, Center for Economic Research
2
Department of Economics, Emory University
1
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
1
Département et Laboratoire d'Économie Théorique Appliquée (DELTA), École Normale Supérieure (ENS Paris)
1
Econometric Society
1
London School of Economics (LSE)
1
Risk and Insurance Archive
1
School of Economics and Political Science, Universität St. Gallen
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Université Paris-Dauphine (Paris IX)
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
38
Journal of econometrics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of Econometrics
15
Toulouse - GREMAQ
10
ULB Institutional Repository
10
Cahiers de recherche
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
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial econometrics
7
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The review of financial studies
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Econometrica
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE Discussion Papers
4
CentER Discussion Paper Series
4
Discussion Papers / Department of Economics, Simon Fraser University
4
Econometric Theory
4
Netspar Discussion Paper
4
Netspar industry series
4
Working Papers / Bank of Canada
4
Annales d'Economie et de Statistique
3
Annales d'économie et de statistique
3
Journal of Business & Economic Statistics
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Netspar academic series
3
Warwick economic research papers
3
Working Papers ECARES
3
Advances in corporate finance and asset pricing : [this book is in the honour of Professor Dr. Piet Duffhues]
2
Bank of Canada Working Paper
2
CORE discussion paper : DP
2
CentER Discussion Paper
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion paper / Tinbergen Institute
2
EFA 2007 Ljubljana Meetings Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
275
RePEc
143
OLC EcoSci
35
EconStor
4
Other ZBW resources
1
Showing
1
-
10
of
458
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
2
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10010433364
Saved in:
3
Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
4
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
5
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
6
Statistical methods in financial econometrics
Werker, Bas J. M.
-
1995
Persistent link: https://www.econbiz.de/10000929538
Saved in:
7
A note on Robinson's test of independence
Drost, Feike C.
;
Werker, Bas J. M.
-
1993
Persistent link: https://www.econbiz.de/10000855021
Saved in:
8
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
9
Exchange rate target zones : a new approach
Jong, Frank de
;
Drost, Feike C.
;
Werker, Bas J. M.
-
1997
Persistent link: https://www.econbiz.de/10000953843
Saved in:
10
An alternative asymptotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002117914
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...
//-->