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Browsing by Author « Renault, Éric »

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Showing results 1 to 20 of 21
Asymetrics smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Asymmetric Smiles, Leverage Effects and Structural Parameters
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001-01

Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation
Doz, Catherine; Renault, Éric
Issue Date : 2004-06

Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level
Garcia, René; Renault, Éric; Semenov, Andrei
Issue Date : 2003-04

The Econometrics of Option Pricing
Garcia, René; Ghysels, Eric; Renault, Éric
Issue Date : 2004-01

Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001-01

Iterative and Recursive Estimation in Structural Non-Adaptive Models
Pastorello, Sergio; Patilea, Valentin; Renault, Éric
Issue Date : 2003-04

Latent Variable Models for Stochastic Discount Factors
Garcia, René; Renault, Éric
Issue Date : 1999-11

Latent variable models for stochastic discount factors
Garcia, René; Renault, Éric
Issue Date : 2000

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

Showing results 1 to 20 of 21

 

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