Causality Between Returns and Trated Volumes.
Year of publication: |
1998
|
---|---|
Authors: | Ghysels, E. ; Gourieroux, C. ; Jasiak, J. |
Subject: | ECONOMETRICS | FINANCIAL MARKET | PRICES |
-
Gourieroux, C., (1999)
-
The Analysis of VAR, Deltas and State Prices: A New Approach.
Grundy, B.D., (1996)
-
Corbin, O., (1996)
- More ...
-
Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E., (1995)
-
Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E., (1995)
-
Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, E., (1996)
- More ...