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State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2013) 2, pp. 973-972
Persistent link: https://www.econbiz.de/10010113669
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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. 973-1012
Persistent link: https://www.econbiz.de/10007984217
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Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-338
Persistent link: https://www.econbiz.de/10008877460
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - In: Journal of econometrics 116 (2003) 1, pp. 49-84
Persistent link: https://www.econbiz.de/10006761944
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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René - In: L' Actualité économique : revue trimest. 74 (1998) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10009899012
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Pricing Kernels with Stochastic Skewness and Volatility Risk
Chabi-Yo, Fousseni - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 624-641
Persistent link: https://www.econbiz.de/10009842796
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2013) 1, pp. 181-180
Persistent link: https://www.econbiz.de/10010113678
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-232
Persistent link: https://www.econbiz.de/10007917713
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009979029
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Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Chabi-Yo, Fousseni - In: Journal of banking & finance 35 (2011) 8, pp. 1971-1984
Persistent link: https://www.econbiz.de/10009030540