The following pages link to Eric Renault (Q278264):
Displaying 50 items.
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- (Q737257) (redirect page) (← links)
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Causality effects in return volatility measures with random times (Q737283) (← links)
- Simulated residuals (Q1089705) (← links)
- Generalised residuals (Q1089706) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Efficient two-step estimation via targeting (Q1676369) (← links)
- Indirect inference with endogenously missing exogenous variables (Q1754511) (← links)
- Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form (Q1918144) (← links)
- Long memory continuous time models (Q1922361) (← links)
- GARCH and irregularly spaced data (Q1929030) (← links)
- Approximate maximum likelihood for complex structural models (Q2106374) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
- Testing identification strength (Q2227047) (← links)
- Causality and separability (Q2344859) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- The dynamic mixed hitting-time model for multiple transaction prices and times (Q2451776) (← links)
- Long memory in continuous-time stochastic volatility models (Q2707194) (← links)
- Latent variable models for stochastic discount factors (Q2771103) (← links)
- The ET interview: Christian Gouriéroux and Alain Monfort (Q2909252) (← links)
- EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES (Q2986526) (← links)
- Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
- Efficient Derivative Pricing by the Extended Method of Moments (Q3165269) (← links)
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831) (← links)
- (Q3374313) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- Moment–Based Estimation of Stochastic Volatility Models (Q3646958) (← links)
- Testing For Common Roots (Q3823048) (← links)
- A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (Q4213037) (← links)
- OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
- (Q4409944) (← links)
- Short Run and Long Run Causality in Time Series: Theory (Q4530923) (← links)
- (Q4790580) (← links)
- (Q4813110) (← links)
- Nonparametric Instrumental Regression (Q4911153) (← links)
- Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
- Maximization by parts in extremum estimation (Q5091822) (← links)
- Indirect inference with(out) constraints (Q5116131) (← links)
- Testing for Common Conditionally Heteroskedastic Factors (Q5397571) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
