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
~subject:"CAPM"
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
An analysis of the real intere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theory
148
Theorie
146
Time series analysis
87
Zeitreihenanalyse
87
Estimation theory
60
Schätztheorie
60
Strukturbruch
43
Structural break
42
Capital income
38
Kapitaleinkommen
38
Statistischer Test
30
Einheitswurzeltest
28
Estimation
28
Schätzung
28
Unit root test
28
Statistical test
27
Volatility
27
Volatilität
27
Structural change
23
structural change
23
Forecasting model
22
Prognoseverfahren
22
Börsenkurs
21
Share price
20
Risikoprämie
19
Risk premium
18
Statistical theory
18
Statistische Methodenlehre
18
Stochastic process
18
Stochastischer Prozess
18
Strukturwandel
18
Regression analysis
17
Regressionsanalyse
17
USA
16
Risiko
15
Risk
15
United States
15
Change-point
14
Nichtparametrisches Verfahren
14
more ...
less ...
Online availability
All
Free
9
Undetermined
3
Type of publication
All
Book / Working Paper
16
Article
14
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
28
French
1
Undetermined
1
Author
All
Garcia, René
28
Bonomo, Marco Antonio
8
Renault, Eric
6
Almeida, Caio
4
Gungor, Sermin
3
Meddahi, Nour
3
Tédongap, Roméo
3
Chabi-Yo, Fousseni
2
Chun, Sungju
2
Fontaine, Jean-Sébastien
2
Ghysels, Eric
2
Kichian, Maral
2
Perron, Pierre
2
Czellar, Veronika
1
Díez de los Ríos, Antonio
1
Fontaine, Jean-Sebastien
1
Le Grand, Francois
1
Luger, Richard
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
Semenov, Andrei
1
Vodounou, Cosme
1
Vodounou, Cosmé
1
more ...
less ...
Published in...
All
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of international money and finance
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The review of financial studies
2
Working paper / Bank of Canada
2
Finance research letters
1
IDEI working papers
1
Journal of Empirical Finance
1
Journal of applied econometrics
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Numéro spécial sur l'économie du développement
1
Review of derivatives research
1
Staff working paper / Bank of Canada
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Working paper series / Emory University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
1
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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/10001338886
Saved in:
2
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
3
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
4
Modelling risk premiums in equity and foreign exchange markets
Garcia, René
;
Kichian, Maral
-
2000
Persistent link: https://www.econbiz.de/10001473749
Saved in:
5
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
7
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
Saved in:
8
Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
Saved in:
9
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco Antonio
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
Saved in:
10
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
