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Prévisions dans des modèles erronés
Doucouré, Fodiyé Bakary, (1998)
A Bayesian approach to dynamic macroeconomics
DeJong, David Neil, (2000)
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H., (1999)
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel, (1999)
Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
The characteristics of takeover targets : q and other measures
Hasbrouck, Joel, (1985)