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The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian
;
Monfort, Alain
;
Ghysels, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
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2
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
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3
Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
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4
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
5
Noncausality in Continuous Time Models
Comte, F.
;
Renault, E.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10007000187
Saved in:
6
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric
;
Mykland, Per A.
;
Renault, Eric
- In:
Econometric theory
39
(
2023
)
1
,
pp. 70-106
Persistent link: https://www.econbiz.de/10014247294
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