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subject:"Volatility"
isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Frankreich"
~person:"Gouriéroux, Christian"
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Volatility
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Estimation theory
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Gouriéroux, Christian
Jasiak, Joann
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Abowd, John M.
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Adda, Jérôme
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Bertholon, Henri
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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1
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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2
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
3
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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