//--> //--> //-->
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
Retain my current filters
type_genre:"Article in journal"
~person:"Garcia, René"
~subject:"Estimation"
~type_genre:"Graue Literatur"
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
Search: subject_exact:"Risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Capital income
9
Kapitaleinkommen
9
Risiko
9
Risk
9
Risikoprämie
8
Risk premium
8
Börsenkurs
7
Share price
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätzung
6
Theorie
6
Theory
6
Capital market returns
5
Kapitalmarktrendite
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Forecasting model
4
Prognoseverfahren
4
risk-neutral probability
3
tail risk
3
Probability theory
2
Risk Factor
2
Risk-Neutral Probability
2
Tail Risk
2
Wahrscheinlichkeitsrechnung
2
economic predictability
2
prediction of market returns
2
risk factor
2
CAPM
1
Economic Predictability
1
Equilibrium asset pricing
1
Prediction of Market Returns
1
Realized measures
1
Risikomanagement
1
Risk management
1
Time-aggregation
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Garcia, René
Gupta, Rangan
56
Castelnuovo, Efrem
19
Caggiano, Giovanni
16
Bahmani-Oskooee, Mohsen
12
Chiang, Thomas C.
12
Sheng, Xin
12
Balcilar, Mehmet
11
Diaz-Serrano, Luis
11
Guvenen, Fatih
11
Hartog, Joop
10
Herwartz, Helmut
10
Mumtaz, Haroon
10
Cepni, Oguzhan
9
Hess, Gregory D.
9
Hoffmann, Mathias
9
Karanasos, Menelaos
9
Marcellino, Massimiliano
9
Salisu, Afees A.
9
Choi, Sangyup
8
Gozgor, Giray
8
Kanniainen, Vesa
8
Krishna, Pravin
8
Pierdzioch, Christian
8
Van Eyden, Reneé
8
Wohar, Mark E.
8
Bali, Turan G.
7
Belke, Ansgar
7
Caporale, Guglielmo Maria
7
Ji, Qiang
7
Ma, Feng
7
Pellegrino, Giovanni
7
Song, Jae
7
Stoja, Evarist
7
Andreasen, Martin Møller
6
Bartram, Söhnke M.
6
Born, Benjamin
6
Brown, Gregory W.
6
Chang, Yongsung
6
Christou, Christina
6
Demirer, Rıza
6
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of econometrics
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
6
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->