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State dependence in fundamentals and preferences explains risk-aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002739756
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Option prices, preferences, and state variables
Garcia, René (contributor); Luger, Richard (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002750617
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Conditionaly heteroskedastic factor models : identification and instrumental variables estmation
Doz, Catherine (contributor); Renault, Eric (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002439973
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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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