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Browsing by Author « Renault, Éric »
Showing results 18 to 21 of 21
| 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 18 to 21 of 21
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