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
Bond liquidity premia
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
86
Theory
85
Capital income
34
Kapitaleinkommen
34
Financial markets
33
CAPM
31
Risikoprämie
27
Risk premium
25
Finanzmarkt
24
Financial market
22
Volatilität
22
Asset pricing
19
Börsenkurs
19
Interest rates
19
Share price
19
Estimation
17
Risiko
17
Risk
17
Schätzung
17
Yield curve
17
Zinsstruktur
17
Forecasting model
16
Prognoseverfahren
16
USA
16
Option pricing theory
15
Optionspreistheorie
15
Portfolio selection
15
Portfolio-Management
15
United States
15
Stochastic process
13
Stochastischer Prozess
13
Monetary policy
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schock
10
Shock
10
Geldpolitik
9
PRICING
9
Risk aversion
9
more ...
less ...
Online availability
All
Free
10
Undetermined
2
Type of publication
All
Book / Working Paper
13
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Government document
1
Sammelwerk
1
more ...
less ...
Language
All
English
21
Author
All
Garcia, René
18
Renault, Eric
6
Fontaine, Jean-Sébastien
4
Dufour, Jean-Marie
3
Feunou, Bruno
3
Taamouti, Abderrahim
3
Tédongap, Roméo
3
Almeida, Caio
2
Ardison, Kym
2
Bonomo, Marco Antonio
2
Ghysels, Eric
2
Gungor, Sermin
2
Mantilla-Garcia, Daniel
2
Martellini, Lionel
2
Meddahi, Nour
2
Chabi-Yo, Fousseni
1
Diebhold, Francis X.
1
Fontaine, Jean-Sebastien
1
Jacobs, Kris
1
Krohn, Ingomar
1
Lewis, Marc-André
1
Orłowski, Piotr
1
Pastorello, Sergio
1
Rodrigues, Paulo M. M.
1
Tedongap, Roméo
1
Vicente, José Valentim Machado
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
CIRANO - Scientific Publication
1
CIRANO Scientific Publication
1
IDEI working papers
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Staff discussion paper
1
Staff working paper / Bank of Canada
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien
;
Garcia, René
;
Gungor, Sermin
-
2016
Persistent link: https://www.econbiz.de/10011458739
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 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:
5
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
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:
8
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:
9
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:
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
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
