Eric Renault -- Research

Causality Effects in Return Volatility Measures with Random Times
(with B. Werker), January 2008.

Efficient Derivative Pricing by Extended Method of Moments
(with P. Gagliardini and C. Gourieroux), May 2007.

Efficient Minimum Distance Estimation with Multiple Rates of Convergence
(with B. Antoine), February 2008.

Nonparametric Instrumental Regression
(with S. Darolles and JP. Florens), August 2007.

On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes Towards Risk
(with F. Chabi-Yo and E. Ghysels), February 2008.

Return