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Non causality in continuous time VARMA models
Comte, Fabienne; Renault, Eric - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854936
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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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Efficient derivate pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10003333856
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2004
Persistent link: https://www.econbiz.de/10002597912
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ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
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Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549287
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488001