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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
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Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian; Jasiak, Joann - In: Annales d'économie et de statistique 78 (2005), pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
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Simulation based inference in moving average models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosmé - In: Annales d'économie et de statistique (2003), pp. 85-99
Persistent link: https://www.econbiz.de/10001771345