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~isPartOf:"Journal of econometrics"
~person:"Renault, Eric"
~source:"econis"
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Renault, Eric
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ECONIS (ZBW)
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1
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
2
Indirect Inference with endogenously missing exogenous variables
Chaudhuri, Saraswata
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 55-75
Persistent link: https://www.econbiz.de/10012110238
Saved in:
3
The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10010433364
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
5
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:
6
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:
7
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:
8
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
9
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
10
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
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