Market Time and Asset Price Movements: Theory and Estimation.
| Year of publication: |
1995
|
|---|---|
| Authors: | Ghysels, E. ; Gourieroux, C. ; Jasiak, J. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | PRICING | ECONOMIC MODELS |
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