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Efficient Derivative Pricing B...
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61
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42
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32
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541
Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata
;
Renault, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
Saved in:
542
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
543
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 212-227
Persistent link: https://www.econbiz.de/10011918705
Saved in:
544
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
545
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
546
High dimensional problems in econometrics : editorial
Carrasco, Marine
;
Chernozhukov, Victor
;
Gonçalves, Sílvia
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 277-279
Persistent link: https://www.econbiz.de/10011349494
Saved in:
547
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
Saved in:
548
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
549
Maximization by parts in extremum estimation
Fan, Yanqin
;
Pastorello, Sergio
;
Renault, Eric
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
Saved in:
550
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
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