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~person:"Renault, Eric"
~subject:"Asymmetric information"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Renault, Eric
McAleer, Michael
22
Gupta, Rangan
21
Bollerslev, Tim
20
Yannelis, Nicholas C.
18
Martimort, David
16
Andersen, Torben
15
Asai, Manabu
15
Subrahmanyam, Avanidhar
13
Wang, Yudong
13
Morris, Stephen
12
Postlewaite, Andrew
12
Schmitz, Patrick W.
12
Caporin, Massimiliano
11
Mele, Antonio
11
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11
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11
Skrzypacz, Andrzej
11
Westerhoff, Frank H.
11
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10
Chan, Joshua
10
Daughety, Andrew F.
10
Ghysels, Eric
10
Herwartz, Helmut
10
Liu, Hong
10
Pecorino, Paul
10
Yu, Jun
10
Zhang, Wei
10
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
Easley, David
9
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Jehiel, Philippe
9
Koessler, Frédéric
9
Li, Kai
9
Maheu, John M.
9
Meddahi, Nour
9
Moldovanu, Benny
9
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9
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Journal of econometrics
4
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3
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1
Econometric theory
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
12
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1
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
2
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
3
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
4
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:
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
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
9
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:
10
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:
1
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