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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
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Score tests in GMM : why use implied probabilities?
Chaudhuri, Saraswata; Renault, Eric - In: Journal of econometrics 219 (2020) 2, pp. 260-280
Persistent link: https://www.econbiz.de/10012483386
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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
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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
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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
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Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
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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
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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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Editorial: Latest developments on heavy-tailed distributions
Paolella, Marc S.; Renault, Eric; Samorodnitsky, Gennady; … - In: Journal of econometrics 172 (2013) 2, pp. 183-185
Persistent link: https://www.econbiz.de/10009706211
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Efficient minimum distance estimation with multiple rates of convergence
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 170 (2012) 2, pp. 350-367
Persistent link: https://www.econbiz.de/10009685905