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Browsing by Author « Renault, Éric »
Showing results 11 to 21 of 21
Nonparametric instrumental regression | Darolles, Serge; Florens, Jean-Pierre; Renault, Éric | Issue Date : 2002 |
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Nonparametric Methods and Option Pricing | Ghysels, Eric; Patilea, Valentin; Renault, Éric; Torrès, Olivier | Issue Date : 1997-04 |
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A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models | Garcia, René; Renault, Éric | Issue Date : 1997-04 |
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On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood | Bonnal, Hélène; Renault, Éric | Issue Date : 2004-05 |
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Quadratic M-Estimators for ARCH-Type Processes | Meddahi, Nour; Renault, Éric | Issue Date : 1998-01 |
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Risk Aversion, Intertemporal Substitution, and Option Pricing | Garcia, René; Renault, Éric | Issue Date : 1998-02 |
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Risque de modèle de volatilité | Alami, Ali; Renault, Éric | Issue Date : 2001-02 |
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Short Run and Long Run Causality in Time Series: Inference | Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric | Issue Date : 2003-09 |
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Stochastic Volatility | Ghysels, Eric; Harvey, Andrew; Renault, Éric | Issue Date : 1995-11 |
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Temporal Aggregation of Volatility Models | Meddahi, Nour; Renault, Éric | Issue Date : 2000-07 |
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Testing for Common GARCH Factors | Dovonon, Prosper; Renault, Éric | Issue Date : 2012-12 |
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Showing results 11 to 21 of 21
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