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Measuring High-Frequency Causa...
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CAPM
Theorie
86
Theory
86
Capital income
46
Kapitaleinkommen
46
Volatility
36
Volatilität
35
Börsenkurs
31
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31
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28
Schätzung
28
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26
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25
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Kausalanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation theory
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Risk
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Schätztheorie
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Prognoseverfahren
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Option pricing theory
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Optionspreistheorie
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USA
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Statistical distribution
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Statistische Verteilung
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United States
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Risk management
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Stochastic process
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Stochastischer Prozess
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Finanzmarkt
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11
Risikomanagement
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English
31
French
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Garcia, René
28
Bonomo, Marco Antonio
8
Renault, Eric
6
Almeida, Caio
4
Taamouti, Abderrahim
4
Gungor, Sermin
3
Meddahi, Nour
3
Tédongap, Roméo
3
Chabi-Yo, Fousseni
2
Fontaine, Jean-Sébastien
2
Ghysels, Eric
2
Kichian, Maral
2
Andreou, Panayiotis C.
1
Bouaddi, Mohammed
1
Czellar, Veronika
1
Díez de los Ríos, Antonio
1
Fontaine, Jean-Sebastien
1
Kagkadis, Anastasios
1
Le Grand, Francois
1
Luger, Richard
1
Mantilla-Garcia, Daniel
1
Martellini, Lionel
1
Philip, Dennis
1
Ramos, Sofia B.
1
Semenov, Andrei
1
Veiga, Helena
1
Wang, Chih-Wei
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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 applied econometrics
1
Journal of banking & finance
1
Journal of economic dynamics & control
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
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ECONIS (ZBW)
32
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Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
2
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:
3
Portfolio selection in a data-rich environment
Bouaddi, Mohammed
;
Taamouti, Abderrahim
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2943-2962
Persistent link: https://www.econbiz.de/10010348093
Saved in:
4
Do investors price industry risk? : evidence from the cross-section of the oil industry
Ramos, Sofia B.
;
Taamouti, Abderrahim
;
Veiga, Helena
; …
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 79-108
Persistent link: https://www.econbiz.de/10011999412
Saved in:
5
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
6
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:
7
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001504786
Saved in:
8
Modelling risk premiums in equity and foreign exchange markets
Garcia, René
;
Kichian, Maral
-
2000
Persistent link: https://www.econbiz.de/10001473749
Saved in:
9
Latent variable models for stochastic discount factors
Garcia, René
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001488010
Saved in:
10
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
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