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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NYU Tandon Research Paper
3
Robert H. Smith School Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
The review of economics and statistics
3
Applied mathematical finance
2
CREATES Research Papers
2
CREATES research paper
2
Computational economics
2
Discussion paper / Centre for Economic Policy Research
2
Finance and stochastics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Research paper series / Swiss Finance Institute
2
Staff reports / Federal Reserve Bank of New York
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working Papers / Economics Department, Queen's University
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Working paper / National Bureau of Economic Research, Inc.
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AFA 2005 Philadelphia Meetings
1
Annual Review of Financial Economics
1
Annual review of financial economics
1
Baruch College Zicklin School of Business Research Paper
1
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1
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Cahier / Département de Sciences Économiques, Université de Montréal
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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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2
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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