Narrow search
Showing 1 - 10 of 11
Cover Image
Option Hedging and Implicit Volatilities. Non Causality in Continuous Time Varma Models.
Renault, E.; Comte, F. - Groupe de Recherche en Économie Mathématique et … - 1993
Persistent link: https://www.econbiz.de/10005639412
Cover Image
Non Causality in Continuous Time Verma Models.
Comte, F.; Renault, E. - 1993
Persistent link: https://www.econbiz.de/10005671504
Cover Image
Long Memory Continuous Time Models.
Comte, F.; Renault, E. - 1993
Persistent link: https://www.econbiz.de/10005671525
Cover Image
True Versus Spurious Instantaneous Causality.
Renault, E.; Szafarz, A. - European Centre for Advanced Research in Economics and … - 1991
Persistent link: https://www.econbiz.de/10005475169
Cover Image
A General Framework for Factor Models.
Gourieroux, C.; Monfort, A.; Renault, E. - 1991
Persistent link: https://www.econbiz.de/10005486745
Cover Image
Option Hedging and Implicit Volatilities in a Stochastic Volatility Model.
Renault, E.; Touzi, N. - 1993
Persistent link: https://www.econbiz.de/10005780816
Cover Image
Indirect Inference.
Gourieroux, C.; Monfort, A.; Renault, E. - Groupe de Recherche en Économie Mathématique et … - 1992
Persistent link: https://www.econbiz.de/10005639368
Cover Image
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.; Renault, E. - Groupe de Recherche en Économie Mathématique et … - 1992
Persistent link: https://www.econbiz.de/10005639387
Cover Image
Indirect Inference.
Gourieroux, C.; Monfort, A; Renault, E. - 1992
Persistent link: https://www.econbiz.de/10005641070
Cover Image
Causalites a court et a long terme dans les modeles VAR et ARIMA multivaries.
Dufour, J.M.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 1993
Persistent link: https://www.econbiz.de/10005353121