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~subject:"Volatility"
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Volatility
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Gouriéroux, Christian
22
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12
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4
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4
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3
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2
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2
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1
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1
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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The effect of a common currency on the volatility of the extensive margin of trade
Auray, Stéphane
;
Eyquem, Aurélien
;
Poutineau, …
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1156-1179
Persistent link: https://www.econbiz.de/10009671969
Saved in:
2
Nominal rigidities, monetary policy and Pigout cycles
Auray, Stéphane
;
Gomme, Paul A.
;
Guo, Shen
- In:
The economic journal : the journal of the Royal …
123
(
2013
)
568
,
pp. 455-473
Persistent link: https://www.econbiz.de/10015104168
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
5
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
6
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
7
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
10
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
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