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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
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A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
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The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597955
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Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian; Jasiak, Joann - 2015
Persistent link: https://www.econbiz.de/10011288580
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Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - 2013
Persistent link: https://www.econbiz.de/10009753202
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
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Filtering and prediction in noncausal processes
Gouriéroux, Christian; Jasiak, Joann - 2014
Persistent link: https://www.econbiz.de/10010390217
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Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
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Local likelihood density estimation and value at risk
Gouriéroux, Christian; Jasiak, Joann - 2001 - Rev. version
Persistent link: https://www.econbiz.de/10001626927
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Intra-day market activity
Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - 1996
Persistent link: https://www.econbiz.de/10000941330