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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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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
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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. 449-481
Persistent link: https://www.econbiz.de/10008215224
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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
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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
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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
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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
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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
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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
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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