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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Stochastic volatility
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10000929391
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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Continuously updated extremum estimators
Patilea, Valentin - 1997
Persistent link: https://www.econbiz.de/10000976280
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Bilinear constraints : estimation and test
Gouriéroux, Christian - 1990
Persistent link: https://www.econbiz.de/10001326576
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730