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Short-run and long-run causality in time series : theory
Dufour, Jean-Marie; Renault, Eric - 1995
Persistent link: https://www.econbiz.de/10001513068
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924112
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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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Long memory continuous time models
Comte, Fabienne; Renault, Eric - 1993
Persistent link: https://www.econbiz.de/10000880864
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Long memory in continuous time stochastic volatility models
Comte, Fabienne; Renault, Eric - 1996
Persistent link: https://www.econbiz.de/10000930699
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Testing for spurious causality in exchange rates
Renault, Eric - In: Journal of empirical finance 5 (1998) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
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Short run and long run causality in time series : theory
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 5, pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
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Garch and irregularly spaced data
Meddahi, Nour (contributor); Renault, Eric (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010