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~person:"Ghysels, Eric"
~subject:"Momentenmethode"
~subject:"Risikomanagement"
~subject:"Volatilität"
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Search: person:"Gouriéroux, C."
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Ghysels, Eric
Gouriéroux, Christian
46
Jasiak, Joann
18
Gagliardini, Patrick
11
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8
Renault, Eric
6
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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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:
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
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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