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 |
-
Price Competition among Intermediaries: the Role of the Strategy Space.
Yanelle, M.O., (1995)
-
Wealth Distribution and Asset Prices.
Demange, G., (1995)
-
A Lifetime Portfolio of Risky and Risk-Free Sexual Behaviour and the Prevalence of AIDS
Levy, A., (2000)
- More ...
-
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects.
Ghysels, E., (1994)
-
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P., (1996)
-
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, E., (1996)
- More ...