Economics |
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.
GMM Overidentification Test with First Order
Underindentification
(with P. Dovonon), August 2009.
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.
Volatility Estimation with High-Frequency Data: Three Approaches and Three
Horizons
(with P. Mykland and L. Zhang), Slides for E. J.
Hannan Lecture, ESAM, Canberra, July 2009.