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The Ordered Qualitative Model...
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Volatility
Theorie
54
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54
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35
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35
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20
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20
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16
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11
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11
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11
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English
15
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Jasiak, Joann
15
Gouriéroux, Christian
12
Ghysels, Eric
5
Monfort, Alain
2
Sufana, Razvan
2
Zhong, Cheng
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
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4
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2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
International review of economics & finance : IREF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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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Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
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2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
3
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:
4
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
5
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:
6
GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric
(
contributor
);
Jasiak, Joann
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
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:
9
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
Saved in:
10
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
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