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Testing for Common Roots.
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Renault, Eric
236
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227
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64
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39
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34
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32
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25
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24
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23
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Antoine, Bertille
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Chabi-Yo, Fousseni
17
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9
Comte, Fabienne
8
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8
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55
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
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1
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
55
Journal of econometrics
37
Journal of Econometrics
26
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17
Annales d'Economie et de Statistique
16
Econometric theory
10
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9
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9
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8
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8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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6
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6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Journal of Financial Econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Discussion Papers / Department of Economics, Simon Fraser University
4
Journal of Business & Economic Statistics
4
Themes in modern econometrics
4
ULB Institutional Repository
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3
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203
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101
Continuously updated extremum estimators
Patilea, Valentin
-
1997
Persistent link: https://www.econbiz.de/10000976280
Saved in:
102
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
103
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
104
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
105
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
106
Bilinear constraints : estimation and test
Gouriéroux, Christian
-
1990
Persistent link: https://www.econbiz.de/10001326576
Saved in:
107
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:
108
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
109
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
110
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:
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