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Browsing by Author « Renault, Éric »
Showing results 16 to 21 of 21
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 16 to 21 of 21
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