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~person:"Clark, Peter B."
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
~type_genre:"Amtsdruckschrift"
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Clark, Peter B.
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A new look at exchange rate volatility and trade flows
Clark, Peter B.
;
Tamirisa, Natalia T.
;
Wei, Shang-jin
-
2004
Persistent link: https://www.econbiz.de/10002396868
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2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
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3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
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:
5
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
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