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 |
-
Mitra, Subrata, (2021)
-
Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing.
Dow, J., (1993)
-
Testing Inequality Restriction Implied by Cnditional Asset Pricing Models.
Boudoukh, J., (1992)
- More ...
-
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects.
Ghysels, E., (1994)
-
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P., (1996)
-
Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E., (1995)
- More ...