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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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Series:
Cahiers de recherche.
Type of publication: Book / Working Paper
Notes:
59 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005353050
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