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Browsing by Author « Renault, Éric »
Showing results 1 to 20 of 21
| Asymetrics smiles, leverage effects and structural parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Asymmetric Smiles, Leverage Effects and Structural Parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation | | Doz, Catherine; Renault, Éric | | Issue Date : 2004-06 |
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| Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level | | Garcia, René; Renault, Éric; Semenov, Andrei | | Issue Date : 2003-04 |
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| The Econometrics of Option Pricing | | Garcia, René; Ghysels, Eric; Renault, Éric | | Issue Date : 2004-01 |
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| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Empirical assessment of an intertemporal option pricing model with latent variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Iterative and Recursive Estimation in Structural Non-Adaptive Models | | Pastorello, Sergio; Patilea, Valentin; Renault, Éric | | Issue Date : 2003-04 |
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| Latent Variable Models for Stochastic Discount Factors | | Garcia, René; Renault, Éric | | Issue Date : 1999-11 |
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| Latent variable models for stochastic discount factors | | Garcia, René; Renault, Éric | | Issue Date : 2000 |
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| Nonparametric instrumental regression | | Darolles, Serge; Florens, Jean-Pierre; Renault, Éric | | Issue Date : 2002 |
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| Nonparametric Methods and Option Pricing | | Ghysels, Eric; Patilea, Valentin; Renault, Éric; Torrès, Olivier | | Issue Date : 1997-04 |
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| A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models | | Garcia, René; Renault, Éric | | Issue Date : 1997-04 |
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| 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 |
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| Quadratic M-Estimators for ARCH-Type Processes | | Meddahi, Nour; Renault, Éric | | Issue Date : 1998-01 |
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| 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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Showing results 1 to 20 of 21
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