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Estimation
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61
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25
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Gagliardini, Patrick
34
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22
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16
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9
Ghysels, Eric
8
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8
Ossola, Elisa
7
Fortin, Alain-Philippe
6
Porchia, Paolo
5
Rubin, Mirco
5
Trojani, Fabio
5
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3
Barras, Laurent
3
Lu, Yang
3
Monfort, Alain
3
Ardia, David
2
Barone-Adesi, Giovanni
2
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2
Naguib, Costanza
2
Renne, Jean-Paul
2
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2
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1
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1
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Ma, Hao
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1
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Research paper series / Swiss Finance Institute
9
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7
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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3
Journal of banking & finance
2
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2
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2
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1
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1
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1
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1
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1
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Handbook of econometrics : Volume 7A
1
Handbook of econometrics ; Volume 7A
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
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1
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1
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1
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1
Multi-moment asset allocation and pricing models
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The review of financial studies
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ECONIS (ZBW)
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1
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
2
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
3
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
4
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
5
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
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
Estimating scale economies in financial intermediation : a doubly indirect inference
Kouki, Mokhtar
;
Park, Sang Soo
;
Renault, Eric
- In:
Journal of productivity analysis
41
(
2014
)
3
,
pp. 351-365
Persistent link: https://www.econbiz.de/10010478269
Saved in:
9
Identifying the volatility risk price through the leverage effect
Cheng, Xu
;
Renault, Eric
;
Sangrey, Paul
-
2024
-
This version: April 23, 2024
Persistent link: https://www.econbiz.de/10014580927
Saved in:
10
Pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 656-714
Persistent link: https://www.econbiz.de/10012405513
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