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Browsing by Author « Renault, Éric »

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Showing results 11 to 21 of 21
Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Éric
Issue Date : 2002

Nonparametric Methods and Option Pricing
Ghysels, Eric; Patilea, Valentin; Renault, Éric; Torrès, Olivier
Issue Date : 1997-04

A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Garcia, René; Renault, Éric
Issue Date : 1997-04

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

Quadratic M-Estimators for ARCH-Type Processes
Meddahi, Nour; Renault, Éric
Issue Date : 1998-01

Risk Aversion, Intertemporal Substitution, and Option Pricing
Garcia, René; Renault, Éric
Issue Date : 1998-02

Risque de modèle de volatilité
Alami, Ali; Renault, Éric
Issue Date : 2001-02

Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric
Issue Date : 2003-09

Stochastic Volatility
Ghysels, Eric; Harvey, Andrew; Renault, Éric
Issue Date : 1995-11

Temporal Aggregation of Volatility Models
Meddahi, Nour; Renault, Éric
Issue Date : 2000-07

Testing for Common GARCH Factors
Dovonon, Prosper; Renault, Éric
Issue Date : 2012-12

Showing results 11 to 21 of 21

 

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