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The dynamic mixed hitting-time...
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32
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31
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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
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11
Pastorello, Sergio
11
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11
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10
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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
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5
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5
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5
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35
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7
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4
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4
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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
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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
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5
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5
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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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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2
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2
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
150
RePEc
118
OLC EcoSci
37
EconStor
5
Other ZBW resources
1
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231
Dynamic factor models
Croux, Christophe
;
Renault, Eric
;
Werker, Bas
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
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232
Rejoinder - 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. 503-509
Persistent link: https://www.econbiz.de/10008215215
Saved in:
233
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. 449-481
Persistent link: https://www.econbiz.de/10008215224
Saved in:
234
Statistical Inference for Random-Variance Option Pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10008217757
Saved in:
235
Long Memory in Continuous-Time Stochastic Volatility Models
Comte, Fabienne
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-324
Persistent link: https://www.econbiz.de/10008218988
Saved in:
236
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Garcia, Rene
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10008219270
Saved in:
237
Option Hedging and Implied Volatilities in a Stochastic Volatility Model
Renault, Eric
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10008220893
Saved in:
238
On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
Antoine, Bertille
;
Bonnal, Hélène
;
Renault, Eric
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 461-487
Persistent link: https://www.econbiz.de/10007732046
Saved in:
239
Latest developments on heavy-tailed distributions
Paolella, Marc
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10010063346
Saved in:
240
Les techniques quantitatives de la gestion de portefeuille
Renault, Eric
;
Rochet, Jean-Charles
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10009898985
Saved in:
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