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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Gouriéroux, Christian"
~person:"Hecker, JayEtta Z."
~type_genre:"Amtsdruckschrift"
~type_genre:"Government document"
~type_genre:"No longer published / No longer aquired"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Série des documents de travail / Centre de Recherche en Économie et Statistique
44
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1
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1
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
Saved in:
2
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
3
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
4
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
Saved in:
5
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
6
Estimation of the term structure from bond data
Gouriéroux, Christian
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000886669
Saved in:
7
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
8
The
information
content of household decisions : with application to insurance under adverse selection
Dionne, Georges
;
Gouriéroux, Christian
;
Vanasse, Charles
-
1997
Persistent link: https://www.econbiz.de/10000956281
Saved in:
9
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
10
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
-
1997
Persistent link: https://www.econbiz.de/10000980279
Saved in:
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