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~type_genre:"Aufsatz in Zeitschrift"
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Testing for Common Roots.
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Aufsatz in Zeitschrift
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Renault, Eric
68
Antoine, Bertille
11
Garcia, René
11
Gouriéroux, Christian
10
Ghysels, Eric
6
Monfort, Alain
6
Proulx, Kevin
6
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5
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4
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3
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6
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5
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3
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3
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3
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2
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2
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ECONIS (ZBW)
72
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1
Les techniques quantitatives de la gestion de portefeuille
Renault, Eric
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10001337582
Saved in:
2
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
Saved in:
3
Auto-organisation et dispersion géographique des marchés
Renault, Eric
Persistent link: https://www.econbiz.de/10001262965
Saved in:
4
Kullback causality measures
Gouriéroux, Christian
Persistent link: https://www.econbiz.de/10001268030
Saved in:
5
Testing for common roots
Gouriéroux, Christian
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
1
,
pp. 171-185
Persistent link: https://www.econbiz.de/10001064613
Saved in:
6
Noncausality in continuous time models
Comte, Fabienne
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
Saved in:
7
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
8
Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modèle linéaire multivarié
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1993
),
pp. 83-111
Persistent link: https://www.econbiz.de/10001183862
Saved in:
9
Short run and long run causality in time series : theory
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
Saved in:
10
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
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