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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
230
Theory
226
Estimation theory
97
Schätztheorie
97
Volatility
91
Volatilität
90
Time series analysis
88
Zeitreihenanalyse
88
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80
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79
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71
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68
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68
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63
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58
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56
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40
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40
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38
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37
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36
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28
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28
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27
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27
Ökonometrie
27
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26
Regressionsanalyse
26
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25
ARCH-Modell
25
Saisonale Schwankungen
25
Seasonal variations
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Portfolio-Management
24
econometrics
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17
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English
63
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Ghysels, Eric
35
Chabi-Yo, Fousseni
23
Jagannathan, Ravi
10
Renault, Eric
6
Chabot, Benjamin
5
Chabot, Benjamin Remy
5
Valkanov, Rossen I.
5
Santa-Clara, Pedro
4
Yang, Jun
4
Bali, Turan G.
3
Cakici, Nusret
3
Guérin, Pierre
3
Hafner, Christian M.
3
Huggenberger, Markus
3
Loudis, Johnathan
3
Marcellino, Massimiliano
3
Weigert, Florian
3
Andreou, Elena
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Garcia, René
2
Horan, Casidhe
2
Jasiak, Joann
2
Mönch, Emanuel
2
Plazzi, Alberto
2
Veredas, David
2
Vilkov, Grigory
2
Bakshi, Gurdip
1
Bocart, Fabian
1
Bocart, Fabian Y. R. P.
1
Bocart, Fabian Y.R.P.
1
Cao, Charles Q.
1
Chen, Xilong
1
Dim, Chukwuma
1
Dim, Chukwuma Chijioke
1
Forsberg, Lars
1
Gao Bakshi, Xiaohui
1
Gouriéroux, Christian
1
Han, Hyojin
1
Hatheway, Frank
1
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National Bureau of Economic Research
4
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Fisher College of Business working paper series
4
Journal of econometrics
4
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4
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3
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3
Staff working paper / Bank of Canada
3
Working paper / National Bureau of Economic Research, Inc.
3
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2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Journal of banking & finance
2
Journal of empirical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
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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
Journal of applied econometrics
1
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1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
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ECONIS (ZBW)
63
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1
Aggregation of preferences for skewed asset returns
Chabi-Yo, Fousseni
;
Leisen, Dietmar
;
Renault, Eric
- In:
Journal of economic theory
154
(
2014
),
pp. 453-489
Persistent link: https://www.econbiz.de/10010481322
Saved in:
2
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
3
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
4
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
5
Estimation of stable distributions by indirect inference
Garcia, René
(
contributor
);
Renault, Eric
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402433
Saved in:
6
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
7
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
8
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
9
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
10
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
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