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type_genre:"Article in journal"
~person:"Renault, Eric"
~subject:"Share price"
~subject:"Volatilität"
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Volatilität
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7
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Renault, Eric
Gupta, Rangan
27
McAleer, Michael
23
Bollerslev, Tim
22
Asai, Manabu
16
Timmermann, Allan
16
Westerhoff, Frank H.
16
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15
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15
Subrahmanyam, Avanidhar
15
Caporale, Guglielmo Maria
14
Pierdzioch, Christian
14
Caporin, Massimiliano
13
Ghysels, Eric
13
McMillan, David G.
13
Wang, Yudong
13
Zhang, Wei
13
Faff, Robert W.
12
Garcia, René
12
Gil-Alaña, Luis A.
12
Lux, Thomas
12
Mele, Antonio
12
Taylor, Robert
12
Xiong, Xiong
12
Bekaert, Geert
11
Engle, Robert F.
11
Hautsch, Nikolaus
11
He, Xue-zhong
11
Herwartz, Helmut
11
O'Hara, Maureen
11
Wohar, Mark E.
11
Yu, Jun
11
Aït-Sahalia, Yacine
10
Chan, Joshua
10
Chiarella, Carl
10
Fabozzi, Frank J.
10
Madhavan, Ananth Narayan
10
Platen, Eckhard
10
Ryu, Doojin
10
Tauchen, George Eugene
10
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Journal of econometrics
4
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3
Econometric reviews
1
Econometric theory
1
Economics letters
1
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1
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ECONIS (ZBW)
13
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1
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13
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1
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
2
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
3
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
4
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
5
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
6
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
7
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
8
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
9
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
10
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
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