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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Härdle, Wolfgang"
~person:"Renault, Eric"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
SFB 649 discussion paper
102
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
21
Discussion papers of interdisciplinary research project 373
18
Journal of econometrics
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Econometric theory
9
Discussion paper / A
8
Journal of financial econometrics
7
Universitext
7
Discussion paper / Center for Economic Research, Tilburg University
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Applied quantitative finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
IRTG 1792 discussion paper
3
Journal of empirical finance
3
Journal of the American Statistical Association : JASA
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Bank of Canada Working Paper
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Publikationen / Center for Applied Statistics and Economics
2
Quantitative finance
2
Staff working paper / Bank of Canada
2
The econometrics journal
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
7
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1
A bootstrap test for single index models
Härdle, Wolfgang
;
Proença, Isabel
-
1994
Persistent link: https://www.econbiz.de/10000891356
Saved in:
2
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
Saved in:
3
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
4
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
5
A review of nonparametric time series analysis
Härdle, Wolfgang
;
Lütkepohl, Helmut
;
Chen, Rong
-
1996
Persistent link: https://www.econbiz.de/10000949642
Saved in:
6
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
7
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
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