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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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Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - 2007
Persistent link: https://www.econbiz.de/10003601891
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Nonparametric instrumental regression
Darolles, Serge; Fan, Yanqin; Florens, Jean-Pierre; … - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 5, pp. 1541-1565
Persistent link: https://www.econbiz.de/10009376263
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Semi-parametric indirect inference
Dridi, Ramdan; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001482794
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2002
Persistent link: https://www.econbiz.de/10001710353
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488001
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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
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Nonparametric assessment of hedge fund performance
Almeida, Caio; Ardison, Kym; Garcia, René - In: Journal of econometrics 214 (2020) 2, pp. 349-378
Persistent link: https://www.econbiz.de/10012438396