eric renault

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6982-4671

University of Warwick

Publications

• Testing for Common Conditionally Heteroskedastic Factors — Econometrica 2013
• Nonparametric Instrumental Regression — Econometrica 2011
• Efficient Derivative Pricing by the Extended Method of Moments — Econometrica 2011
• State Dependence Can Explain the Risk Aversion Puzzle — The Review of Financial Studies 2008
• Proper Conditioning for Coherent VaR in Portfolio Management — Management Science 2007