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:"Volatility"
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
Letent Variable Models for Sto...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
125
Theory
125
economic models
58
Estimation theory
49
Schätztheorie
49
CAPM
45
Volatilität
40
econometrics
40
ECONOMIC MODELS
35
Capital income
31
Kapitaleinkommen
31
ECONOMETRICS
29
Risikoprämie
29
Risk premium
29
Stochastic process
27
Stochastischer Prozess
27
Time series analysis
27
Zeitreihenanalyse
27
Method of moments
20
Momentenmethode
20
Börsenkurs
19
Option pricing theory
19
Optionspreistheorie
19
Share price
19
Estimation
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Schätzung
18
TESTS
18
information
16
Portfolio selection
15
Portfolio-Management
15
USA
15
United States
15
tests
15
INFORMATION
14
Risiko
14
Risk
14
competition
14
more ...
less ...
Online availability
All
Free
12
Undetermined
3
CC license
1
Type of publication
All
Article
21
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
12
Working Paper
12
Graue Literatur
9
Non-commercial literature
9
Aufsatz im Buch
3
Book section
3
Amtsdruckschrift
1
Collection of articles of several authors
1
Government document
1
Sammelwerk
1
more ...
less ...
Language
All
English
40
Author
All
Renault, Eric
30
Garcia, René
16
Werker, Bas J. M.
7
Meddahi, Nour
6
Ghysels, Eric
4
Comte, Fabienne
3
Dufour, Jean-Marie
3
Taamouti, Abderrahim
3
Touzi, Nizar
3
Bonomo, Marco Antonio
2
Doz, Catherine
2
Harvey, Andrew C.
2
Li, Yingying
2
Mantilla-Garcia, Daniel
2
Martellini, Lionel
2
Mykland, Per A.
2
Pastorello, Sergio
2
Sarisoy, Cisil
2
Tédongap, Roméo
2
Zhang, Lan
2
Zheng, Xinghua
2
Almeida, Caio
1
Ardison, Kym
1
Chabi-Yo, Fousseni
1
Cheng, Xu
1
Coutin, Laure
1
Diebhold, Francis X.
1
Fontaine, Jean-Sébastien
1
Frazier, David T.
1
Gungor, Sermin
1
Han, Hyojin
1
Jacobs, Kris
1
Khrapov, Stanislav
1
Lewis, Marc-André
1
Rodrigues, Paulo M. M.
1
Sangrey, Paul
1
Vicente, José Valentim Machado
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
2
Published in...
All
Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Annals of finance
1
CIRANO - Scientific Publication
1
CIRANO Scientific Publication
1
CORE discussion paper : DP
1
Documents de travail / THEMA
1
Econometric reviews
1
Economics letters
1
Handbook of financial time series
1
IDEI working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Statistical methods in finance
1
The review of financial studies
1
Tools and techniques
1
Working paper / Bank of Canada
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Penn Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
2
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
6
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:
7
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
8
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
9
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:
10
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
