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Estimation
Theorie
144
Theory
142
CAPM
53
Estimation theory
53
Schätztheorie
53
Volatility
43
Volatilität
43
Capital income
40
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40
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33
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English
26
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Garcia, René
16
Renault, Eric
8
Almeida, Caio
5
Ardison, Kym
4
Semenov, Andrei
4
Bonomo, Marco Antonio
2
Dufour, Jean-Marie
2
Ghysels, Eric
2
Luger, Richard
2
Taamouti, Abderrahim
2
Vicente, José Valentim Machado
2
Antoine, Bertille
1
Cheng, Xu
1
Dobrev, Dobrislav
1
Dovonon, Prosper
1
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1
Freire, Gustavo
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Sangrey, Paul
1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
CIRANO - Scientific Publication
1
CIRANO Scientific Publication
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
1
Handbook of financial time series
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
26
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Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
2
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
3
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
4
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
5
Estimating scale economies in financial intermediation : a doubly indirect inference
Kouki, Mokhtar
;
Park, Sang Soo
;
Renault, Eric
- In:
Journal of productivity analysis
41
(
2014
)
3
,
pp. 351-365
Persistent link: https://www.econbiz.de/10010478269
Saved in:
6
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
7
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:
8
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:
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
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
1
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