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Volatility
Theorie
168
Theory
165
CAPM
69
Capital income
58
Kapitaleinkommen
58
Estimation theory
54
Schätztheorie
54
Volatilität
52
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43
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42
Stochastic process
34
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32
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29
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Optionspreistheorie
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Nichtparametrisches Verfahren
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English
51
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Renault, Eric
30
Garcia, René
18
Chabi-Yo, Fousseni
9
Werker, Bas J. M.
7
Meddahi, Nour
6
Ghysels, Eric
4
Comte, Fabienne
3
Dufour, Jean-Marie
3
Taamouti, Abderrahim
3
Touzi, Nizar
3
Almeida, Caio
2
Ardison, Kym
2
Bonomo, Marco Antonio
2
Doz, Catherine
2
Gungor, Sermin
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
Yang, Jun
2
Zhang, Lan
2
Zheng, Xinghua
2
Bakshi, Gurdip S.
1
Chabi-yo, Fousseni
1
Cheng, Xu
1
Coutin, Laure
1
Diebhold, Francis X.
1
Fontaine, Jean-Sebastien
1
Fontaine, Jean-Sébastien
1
Frazier, David T.
1
Han, Hyojin
1
Huggenberger, Markus
1
Jacobs, Kris
1
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1
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1
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Center for Economic Research <Tilburg>
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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
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2
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2
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2
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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
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1
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1
Handbook of financial time series
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
Statistical methods in finance
1
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1
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1
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1
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1
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:
2
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
3
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:
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
Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1971-1983
Persistent link: https://www.econbiz.de/10009247371
Saved in:
8
Pricing kernels with stochastic skewness and volatility risk
Chabi-yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
Saved in:
9
Pricing kernels with coskewness and volatility risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
10
Expected returns and volatility of Fama-French factors
Chabi-Yo, Fousseni
-
2009
-
This version: September 25, 2009
Persistent link: https://www.econbiz.de/10003887678
Saved in:
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