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The dynamic mixed hitting-time...
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Theorie
90
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88
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40
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40
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32
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32
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31
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21
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21
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21
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20
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English
154
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152
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5
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Renault, Eric
236
Werker, Bas J.M.
60
Garcia, René
39
Antoine, Bertille
21
Gouriéroux, Christian
20
Ghysels, Eric
18
Chabi-Yo, Fousseni
17
Drost, Feike C.
17
Florens, Jean-Pierre
15
Monfort, Alain
15
Touzi, Nizar
14
Werker, Bas J. M.
13
Frazier, David T.
12
Luger, Richard
12
Gagliardini, Patrick
11
Pastorello, Sergio
11
Veredas, David
11
Nijman, Theo
10
RENAULT, Eric
9
Comte, Fabienne
8
Darolles, Serge
8
Meddahi, Nour
8
van den Akker, R.
8
Dridi, Ramdan
7
Dufour, Jean-Marie
7
Gourieroux, Christian
7
Carrasco, Marine
6
Chaudhuri, Saraswata
6
Hallin, Marc
6
Patilea, Valentin
6
Proulx, Kevin
6
van der Heijden, Thijs
6
Dovonon, Prosper
5
Doz, Catherine
5
Fan, Yanqin
5
Garcia, Rene
5
Hallin, M.
5
Heijden, Thijs van der
5
Nijman, Theo E.
5
de Roon, F.A.
5
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Tilburg University, Center for Economic Research
35
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Bank of Canada
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Department of Economics, Simon Fraser University
4
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion Paper / Tilburg University, Center for Economic Research
35
Journal of econometrics
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of Econometrics
13
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial econometrics
7
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
CORE Discussion Papers
4
Discussion Papers / Department of Economics, Simon Fraser University
4
Working Papers / Bank of Canada
4
Annales d'Economie et de Statistique
3
Econometric Theory
3
Econometrica
3
Journal of Business & Economic Statistics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
ULB Institutional Repository
3
Warwick economic research papers
3
Annales d'économie et de statistique
2
Bank of Canada Working Paper
2
CORE discussion paper : DP
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric Reviews
2
Economics letters
2
IDEI Working Papers
2
Journal of Financial Econometrics
2
Journal of banking & finance
2
Journal of empirical finance
2
L' Actualité économique : revue trimest.
2
L' économétrie appliquée
2
Mathematical Finance
2
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2
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2
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Source
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ECONIS (ZBW)
150
RePEc
118
OLC EcoSci
37
EconStor
5
Other ZBW resources
1
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121
Efficient minimum distance estimation with multiple rates of convergence
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 350-367
Persistent link: https://www.econbiz.de/10009685905
Saved in:
122
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
123
Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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124
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
125
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
126
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
Saved in:
127
Option prices, preferences, and state variables
Garcia, René
(
contributor
);
Luger, Richard
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002750617
Saved in:
128
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
Saved in:
129
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
Saved in:
130
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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