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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
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Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010171391
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Breaking the curse of dimensionality in nonparametric testing
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 143 (2008) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10007899828
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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. 22-33
Persistent link: https://www.econbiz.de/10008770557
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Breaking the curse of dimensionality in nonparametric testing
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 143 (2008) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10008881147
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Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10010189879
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Breaking the curse of dimensionality in nonparametric testing
Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 143 (2008) 1, pp. 103-122
Persistent link: https://www.econbiz.de/10003722594
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Temporal aggregation of volatility models
Meddahi, Nour; Renault, Eric - In: Journal of econometrics 119 (2004) 2, pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
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Dynamic factor models
Croux, Christophe; Renault, Eric; Werker, Bas - In: Journal of econometrics 119 (2004) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
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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