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Asset Pricing Models: Implicat...
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ECONOMIC MODELS
64
economic models
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28
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econometrics
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Ghysels, E.
32
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15
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11
Garcia, R.
9
DUFOUR, Jean-Marie
8
Renault, E.
8
BEAULIEU, Marie-Claude
7
Bronsard, C.
7
Hollander, A.
7
Boyer, M.
6
Campbell, B.
6
Dionne, G.
6
KHALAF, Lynda
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Sprumont, Y.
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François, Pascal
5
Gourieroux, C.
5
Mandel, B.
5
Mercenier, J.
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Montmarquette, C.
5
Normandin, Michel
5
Perron, P.
5
Rothengatter, W.
5
St-Amour, Pascal
5
Arcand, J.L.
4
Bolduc, D.
4
Bossert, W.
4
Dagenais, M.G.
4
Desruelle, D.
4
Gordon, Stephen
4
Hall, A.
4
Kollmann, R.
4
Lee, H.S.
4
Loranger, J.G.
4
Richelle, Y.
4
Roy, R.
4
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3
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RePEc
255
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1
Stochastic Volatility.
Ghysels, E.
;
Harvey, A.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1996
returns, implied volatilities in option
prices
and related stylized facts), statistical modelling in discrete and continuous …
Persistent link: https://www.econbiz.de/10005729567
Saved in:
2
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P.
;
Ghysels, E.
;
Gourieroux, C.
-
Centre Interuniversitaire de Recherche en Économie …
-
1996
The paper investigates the pricing of derivative securities with calendar-time maturities.
Persistent link: https://www.econbiz.de/10005133099
Saved in:
3
An Eigenfunction Approach for Volatility Modeling.
Meddahi, N.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.
Persistent link: https://www.econbiz.de/10005353042
Saved in:
4
Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.
Dufour, J.M.
;
Farhat, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments.
Persistent link: https://www.econbiz.de/10005729638
Saved in:
5
A Theoretical Comparison Between Integrated and Realized Volatilies.
Meddahi, N.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we provide both quantitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed.
Persistent link: https://www.econbiz.de/10005545599
Saved in:
6
Some Effects of Uncertainty on Exploration Activities and Resource
Prices
Lasserre, P.
-
Département de Sciences Économiques, Université de …
-
1982
Persistent link: https://www.econbiz.de/10005353132
Saved in:
7
Multiperiod Nonuniform Pricing with Interdependent Demand and Separate Markets
Boyer, M.
-
Département de Sciences Économiques, Université de …
-
1978
Persistent link: https://www.econbiz.de/10005353524
Saved in:
8
A BACKERIAN APPROACH OF LANGUAGE USE: GUIDELINES FOR MINORITY LANGUAGE POLICY.
GRIN, F.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005729572
Saved in:
9
More on
Prices
Versus Quantities
Laffont, J.J.
-
Département de Sciences Économiques, Université de …
-
1975
Persistent link: https://www.econbiz.de/10005729720
Saved in:
10
Trade Decisions Under Uncertainty: Discontinuous Lagged Responses to Price and Income Changes
Dudley, L.
-
Département de Sciences Économiques, Université de …
-
1981
Persistent link: https://www.econbiz.de/10005729914
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