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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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Garch and irregularly spaced data
Meddahi, Nour (contributor); Renault, Eric (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Identifying the volatility risk price through the leverage effect
Cheng, Xu; Renault, Eric; Sangrey, Paul - 2024 - This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927