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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Ghysels, Eric"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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Ghysels, Eric
Pesaran, M. Hashem
Gouriéroux, Christian
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
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Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
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