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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
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Semi-parametric indirect inference
Dridi, Ramdan; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001482794
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Estimation of stable distributions by indirect inference
Garcia, René (contributor); Renault, Eric (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003402433
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614493
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Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2002
Persistent link: https://www.econbiz.de/10001710353
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Noncausality in continuous time models
Comte, Fabienne - In: Econometric theory 12 (1996) 2, pp. 215-256
Persistent link: https://www.econbiz.de/10001205643
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Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio; Patilea, Valentin; Renault, Eric - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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Temporal aggregation of volatility models
Meddahi, Nour; Renault, Eric - In: Journal of econometrics 119 (2004) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10001956326