//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
On portfolio separation theore...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
37
Theory
37
Estimation
23
Estimation theory
23
Forecasting model
23
Prognoseverfahren
23
Schätztheorie
23
Schätzung
23
CAPM
19
Time series analysis
19
Zeitreihenanalyse
19
USA
18
United States
18
Volatility
15
Volatilität
14
Börsenkurs
10
Capital income
10
Kapitaleinkommen
10
Risk
10
Share price
10
Statistical test
10
Statistischer Test
10
Risiko
9
Risikoprämie
9
Risk premium
9
Capital market returns
8
Kapitalmarktrendite
8
Regression analysis
8
Regressionsanalyse
8
ARCH model
7
ARCH-Modell
7
Induktive Statistik
7
Statistical inference
7
Factor analysis
6
Faktorenanalyse
6
Artificial intelligence
5
Causality analysis
5
Kausalanalyse
5
Künstliche Intelligenz
5
Method of moments
5
more ...
less ...
Online availability
All
Undetermined
Free
361
CC license
3
Type of publication
All
Article
181
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Arbeitspapier
23
Working Paper
23
Graue Literatur
22
Non-commercial literature
22
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
1
Interview
1
research-article
1
more ...
less ...
Language
All
Undetermined
118
English
101
Author
All
Ghysels, Eric
144
Renault, Eric
49
Chabi-Yo, Fousseni
20
Andreou, Elena
15
Antoine, Bertille
10
Babii, Andrii
8
Gagliardini, Patrick
8
Chabot, Benjamin
7
Jagannathan, Ravi
7
Proulx, Kevin
6
Rubin, Mirco
6
Valkanov, Rossen
6
Florens, Jean-Pierre
5
Hall, Alastair
5
Marcellino, Massimiliano
5
Striaukas, Jonas
5
Ball, Ryan T.
4
Carrasco, Marine
4
Chaudhuri, Saraswata
4
Chernov, Mikhail
4
Colacito, Riccardo
4
Frazier, David T.
4
Garcia, Rene
4
Gourieroux, Christian
4
Hill, Jonathan B.
4
Idier, Julien
4
Jasiak, Joanna
4
Motegi, Kaiji
4
Renault, E.
4
Santa-Clara, Pedro
4
Bakshi, Gurdip S.
3
Ball, Ryan
3
Chen, Xilong
3
Dufour, Jean-Marie
3
Engle, Robert F.
3
GOURIEROUX, Christian
3
Garcia, René
3
Guay, Alain
3
Guérin, Pierre
3
Kourtellos, Andros
3
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
8
National Bureau of Economic Research (NBER)
5
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
Published in...
All
Journal of Econometrics
36
Journal of econometrics
16
Discussion paper / Centre for Economic Policy Research
12
Journal of financial econometrics
11
CEPR Discussion Papers
8
Journal of Business & Economic Statistics
7
Journal of Empirical Finance
6
Journal of Financial Econometrics
6
Annales d'Economie et de Statistique
5
NBER Working Papers
5
Discussion papers / CEPR
4
Econometric Reviews
4
Journal of Financial Economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of Financial Studies
4
The review of financial studies
4
Econometric theory
3
Econometrica
3
Fisher College of Business working paper series
3
Journal of financial economics
3
Studies in Nonlinear Dynamics & Econometrics
3
The Review of Economics and Statistics
3
Econometric reviews
2
International Economic Review
2
Journal of Economic Dynamics and Control
2
Journal of International Money and Finance
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
Management Science
2
Research paper series / Swiss Finance Institute
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper / National Bureau of Economic Research, Inc.
2
Annals of Finance
1
Annals of economics and statistics
1
Canadian Journal of Economics
1
Canadian Public Policy
1
Econometric analysis of financial and economic time series
1
Economics Letters
1
more ...
less ...
Source
All
RePEc
117
ECONIS (ZBW)
96
Other ZBW resources
3
OLC EcoSci
2
BASE
1
Showing
1
-
10
of
219
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric
;
Mykland, Per A.
;
Renault, Eric
- In:
Econometric theory
39
(
2023
)
1
,
pp. 70-106
Persistent link: https://www.econbiz.de/10014247294
Saved in:
2
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
3
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:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
5
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
6
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana
;
Kristensen, Dennis
;
Renault, Eric
; …
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
Saved in:
7
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Saved in:
8
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
Saved in:
9
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
10
Comment on: pseudo-true SDFs in conditional asset pricing models
Ludvigson, Sydney C.
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 721-728
Persistent link: https://www.econbiz.de/10012405517
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->