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~subject:"CAPM"
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CAPM
Theorie
179
Theory
175
Volatility
68
Volatilität
68
Estimation theory
63
Schätztheorie
63
Börsenkurs
48
Capital income
48
Kapitaleinkommen
48
Share price
46
Schätzung
42
Time series analysis
41
Zeitreihenanalyse
41
Estimation
40
Stochastic process
31
Stochastischer Prozess
31
Risikoprämie
30
Risk premium
29
USA
24
United States
23
Method of moments
22
Momentenmethode
22
Option pricing theory
22
Optionspreistheorie
22
Portfolio-Management
21
ARCH model
20
ARCH-Modell
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Risiko
20
Risk
20
Finanzmarkt
19
Forecasting model
19
Portfolio selection
19
Prognoseverfahren
19
Financial market
18
Statistical distribution
18
Statistische Verteilung
18
Econometrics
16
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9
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24
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Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
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2
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2
Amtsdruckschrift
1
Government document
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Language
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English
47
French
1
Author
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Garcia, René
28
Renault, Eric
26
Bonomo, Marco Antonio
8
Gagliardini, Patrick
8
Antoine, Bertille
6
Gouriéroux, Christian
6
Proulx, Kevin
6
Almeida, Caio
4
Chabi-Yo, Fousseni
3
Gungor, Sermin
3
Meddahi, Nour
3
Tédongap, Roméo
3
Fontaine, Jean-Sébastien
2
Ghysels, Eric
2
Hansen, Lars Peter
2
Kan, Raymond
2
Kichian, Maral
2
Ludvigson, Sydney C.
2
Robotti, Cesare
2
Ronchetti, Diego
2
Babsiri, Mohamed el
1
Chaudhuri, Saraswata
1
Czellar, Veronika
1
Doz, Catherine
1
Dridi, Ramdan
1
Díez de los Ríos, Antonio
1
Fontaine, Jean-Sebastien
1
Guay, Alain
1
Le Grand, Francois
1
Leisen, Dietmar
1
Luger, Richard
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
Pastorello, Sergio
1
Patilea, Valentin
1
Semenov, Andrei
1
Wahlstrom, Oscar
1
Werker, Bas J. M.
1
van der Heijden, Thijs
1
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Journal of financial econometrics
6
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cahier / Département de Sciences Économiques, Université de Montréal
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
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CEA_372Cass working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Document / DELTA
1
Documents de travail / THEMA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance research letters
1
IDEI working papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic theory
1
Journal of empirical finance
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
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff working paper / Bank of Canada
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Working paper series / Emory University, Department of Economics
1
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ECONIS (ZBW)
48
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1
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
2
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
3
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:
4
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
5
Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René
;
Renault, Eric
;
Semenov, Andrei
- In:
Finance research letters
3
(
2006
)
3
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
Saved in:
6
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. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
7
Econometric models of option pricing errors
Renault, Eric
-
1997
Persistent link: https://www.econbiz.de/10001328730
Saved in:
8
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:
9
Temporal aggregation and tests of the arbitrage pricing theory
Babsiri, Mohamed el
;
Renault, Eric
-
1990
-
Preliminary version
Persistent link: https://www.econbiz.de/10000789705
Saved in:
10
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
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