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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
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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
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The dynamic mixed hitting-time model for multiple transaction prices and times
Renault, Eric; Heijden, Thijs van der; Werker, Bas J. M. - In: Journal of econometrics 180 (2014) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10010433364
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Stochastic volatility models with transaction time risk
Renault, Eric (contributor); Werker, Bas J. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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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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Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
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Dynamic factor models
Croux, Christophe; Renault, Eric; Werker, Bas - In: Journal of econometrics 119 (2004) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
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Dynamic factor models
Croux, Christophe; Renault, Eric; Werker, Bas - In: Journal of Econometrics 119 (2004) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10005285684
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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas - In: Economics Letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10005095358