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Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes, (2010)
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan, (2018)
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria, (2009)
Econometric models of option pricing errors
Renault, Eric, (1997)
Short-run and long-run causality in time series : theory
Dufour, Jean-Marie, (1995)
Latent variable models for stochastic discount factors
Garcia, René, (2000)