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Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana; Kristensen, Dennis; Renault, Eric; … - In: Journal of econometrics 205 (2018) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
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Indirect estimation methods in finance and economics
Halbleib, Roxana (ed.); Kristensen, Dennis (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10012110228
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Econometric models of option pricing errors
Renault, Eric - 1997
Persistent link: https://www.econbiz.de/10001328730
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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
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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René - In: L' Actualité économique : revue trimest. 74 (1998) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
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Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1990
Persistent link: https://www.econbiz.de/10000816420
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Testing for spurious causality (with an application to exchange rates)
Renault, Eric - 1994
Persistent link: https://www.econbiz.de/10000901028
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Continuously updated extremum estimators
Patilea, Valentin - 1997
Persistent link: https://www.econbiz.de/10000976280
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Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169