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Testing for Spurious Causality...
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Volatility
Theorie
147
Theory
145
Microfinance
78
Mikrofinanzierung
61
Estimation theory
45
Schätztheorie
45
EU countries
44
EU-Staaten
44
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37
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35
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30
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29
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28
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28
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27
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26
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English
36
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4
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Renault, Eric
28
Szafarz, Ariane
10
Werker, Bas J. M.
6
Garcia, René
5
Ghysels, Eric
4
Comte, Fabienne
3
Meddahi, Nour
3
Sekkat, Khalid
3
Touzi, Nizar
3
D'Espallier, Bert
2
Doz, Catherine
2
Harvey, Andrew C.
2
Hudon, Marek
2
Li, Yingying
2
Mykland, Per A.
2
Pastorello, Sergio
2
Sarisoy, Cisil
2
Zhang, Lan
2
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2
Adam, Marie-Christine
1
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1
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1
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1
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1
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1
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1
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1
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1
Département d'Économie Appliquée (DULBEA), Solvay Brussels School of Economics and Management
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Journal of econometrics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
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2
Econometric theory
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1
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1
International Review of Law and Economics
1
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ECONIS (ZBW)
37
RePEc
4
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1
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
2
On the aggregate impact of exchange rate variability on EU trade
Sekkat, Khalid
- In:
German economic review
2
(
2001
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10001550431
Saved in:
3
Financial crises in efficient markets : How fundamentalists fuel volatility
Szafarz, Ariane
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10009411161
Saved in:
4
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
5
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
6
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
7
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
8
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
9
Affine fractional stochastic volatility models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
10
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
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