Érudit | Dépôt de documents >
Browsing by Author « Renault, Éric »
Showing results 14 to 21 of 21
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 14 to 21 of 21
|