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
Assessing Misspecifications in...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
79
Theory
79
Capital income
38
Kapitaleinkommen
38
CAPM
35
Risikoprämie
32
Risk premium
31
Option pricing theory
30
Optionspreistheorie
30
Yield curve
27
Zinsstruktur
26
Estimation
23
Schätzung
23
Volatility
23
Volatilität
23
Börsenkurs
21
Forecasting model
21
Prognoseverfahren
21
Share price
21
Portfolio selection
17
Portfolio-Management
17
Risiko
16
Risk
16
USA
15
United States
14
Brasilien
13
Brazil
13
Estimation theory
13
Hedging
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Schätztheorie
13
Risikomaß
12
Risk measure
12
Stochastic process
12
Stochastischer Prozess
12
Hedge fund
11
Hedgefonds
11
Risk aversion
11
Capital market returns
10
more ...
less ...
Online availability
All
Free
156
Undetermined
47
Type of publication
All
Book / Working Paper
165
Article
162
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Working Paper
38
Arbeitspapier
34
Graue Literatur
33
Non-commercial literature
33
Amtsdruckschrift
4
Government document
4
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
203
Undetermined
108
French
10
Portuguese
6
Author
All
Garcia, René
232
Almeida, Caio
107
Renault, Eric
39
Luger, Richard
24
Vicente, José
24
Ardison, Kym
19
Rindisbacher, Marcel
18
Bonomo, Marco
17
Bonomo, Marco Antonio
13
Renault, Éric
13
Vicente, Jose
13
Ghysels, Eric
12
Meddahi, Nour
12
Fontaine, Jean-Sébastien
11
Tédongap, Roméo
10
Chabi-Yo, Fousseni
9
GARCIA, René
9
Detemple, Jérôme B.
8
Freire, Gustavo
8
Gomes, Romeu
8
Boyer, Marcel
7
Detemple, Jérôme
7
Leite, André
7
Tsafack, Georges
7
Boyer, M. Martin
6
Carvalho, Carlos
6
Gungor, Sermin
6
Lusardi, Annamaria
6
Ng, Serena
6
Schaller, Huntley
6
Simonsen, Axel
6
Taamouti, Abderrahim
6
Dufour, Jean-Marie
5
Graveline, Jeremy J.
5
Joslin, Scott
5
Veredas, David
5
Faria, Adriano
4
Kichian, Maral
4
Kubudi, Daniela
4
Malta, Vivian
4
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
Bank of Canada
8
Département de Sciences Économiques, Université de Montréal
7
Central Bank of Brazil, Research Department
5
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
2
Carleton University, Department of Economics
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Econometric Society
1
Federal Reserve Bank of New York
1
IBMEC Business School - Rio de Janeiro
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Toulouse School of Economics (TSE)
1
more ...
less ...
Published in...
All
CIRANO Working Papers
25
Journal of econometrics
17
Journal of banking & finance
14
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
The review of financial studies
9
Cahiers de recherche
8
Série de trabalhos para discussão
8
Cahier / Département de Sciences Économiques, Université de Montréal
7
Working Papers / Bank of Canada
7
The Canadian journal of economics
6
Brazilian review of econometrics : the review of the Brazilian Econometric Society
5
Journal of Banking & Finance
5
Journal of Financial Econometrics
5
Journal of applied econometrics
5
Working Papers Series / Central Bank of Brazil, Research Department
5
Working paper / Bank of Canada
5
International journal of theoretical and applied finance
4
Journal of Econometrics
4
L' Actualité économique : revue trimest.
4
Revista Brasileira de Finanças : RBFin
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Bank of Canada Working Paper
3
Canadian Journal of Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international money and finance
3
L'Actualité Economique
3
Review of Financial Studies
3
CIRANO - Scientific Publication
2
Economic inquiry : journal of the Western Economic Association International
2
Economics Working Papers (Ensaios Economicos da EPGE)
2
Finance and stochastics
2
Journal of Applied Econometrics
2
Management Science
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Numéro spécial sur l'économie du développement
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
Revista Brasileira de Economia
2
more ...
less ...
Source
All
ECONIS (ZBW)
192
RePEc
95
OLC EcoSci
35
EconStor
4
USB Cologne (EcoSocSci)
1
Showing
31
-
40
of
327
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Term structure movements implicit in option prices
Almeida, Caio
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003421823
Saved in:
32
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
33
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
Saved in:
34
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
(
contributor
);
Vicente, José
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003566042
Saved in:
35
Movimentos da estrutura a termo e critérios de minimação do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Vicente, José
-
2007
Persistent link: https://www.econbiz.de/10003566591
Saved in:
36
Um modelo de fatores latentes com variáveis macroeconômicas para a curva de cupom cambial
Pinheiro, Felipe
(
contributor
);
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003566648
Saved in:
37
Does curvature enhance forecasting?
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Simonsen, Axel
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1171-1196
Persistent link: https://www.econbiz.de/10003946585
Saved in:
38
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10003855482
Saved in:
39
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Simonsen, Axel
;
Vicente, José Valentim …
-
2012
Persistent link: https://www.econbiz.de/10009573883
Saved in:
40
Extracting default probabilities from sovereign bonds
Meres, Bernardo
;
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10009627816
Saved in:
First
Prev
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...
