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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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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
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A test of the homogeneity of asset pricing models
Barone-Adesi, Giovanni; Gagliardini, Patrick; Urga, Giovanni - In: Multi-moment asset allocation and pricing models, (pp. 223-230). 2006
Persistent link: https://www.econbiz.de/10003477411
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Estimation of large dimensional conditional factor models in finance
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020
Persistent link: https://www.econbiz.de/10012392216
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Bilinear constraints : estimation and test
Gouriéroux, Christian - 1990
Persistent link: https://www.econbiz.de/10001326576
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Causality and Markovianity : information theoretic measures
Renault, Eric; Scidá, Daniela - In: Essays in honor of Aman Ullah, (pp. 349-385). 2016
Persistent link: https://www.econbiz.de/10011530292
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Contraintes bilinéaires : estimation et test
Gouriéroux, Christian - In: Mélanges économiques : essais en l'honneur de Edmond …, (pp. 983-1011). 1988
Persistent link: https://www.econbiz.de/10001271472
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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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Efficient inference with poor instruments : a general framework
Antoine, Bertille; Renault, Eric - In: Handbook of empirical economics and finance, (pp. 29-70). 2011
Persistent link: https://www.econbiz.de/10009130217