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~person:"Jasiak, Joann"
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9
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5
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5
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3
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3
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3
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Jasiak, Joann
Ghysels, Eric
206
Ghysels, E.
85
Andreou, Elena
15
Hall, A.
13
Renault, Eric
11
Gouriéroux, Christian
10
Hall, Alastair R.
9
GHYSELS, E.
8
Lee, H.S.
8
Valkanov, Rossen I.
8
Babii, Andrii
7
Garcia, René
7
Gourieroux, C.
7
Granger, C. W. J.
7
Idier, Julien
7
Gagliardini, Patrick
6
Jasiak, J.
6
Siklos, P.L.
6
Chabot, Benjamin
5
Guay, Alain
5
Jagannathan, Ravi
5
Marcellino, Massimiliano
5
Plazzi, Alberto
5
Renault, E.
5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Cahier / Département de Sciences Économiques, Université de Montréal
2
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1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
9
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1
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
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
3
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
5
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:
6
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:
7
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
8
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
9
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
Saved in:
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