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On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.; Garcia, R.; Ghysels, E. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353088
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On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.; Garcia, R.; Ghysels, E. - Département de Sciences Économiques, Université de … - 1995
Persistent link: https://www.econbiz.de/10005353461
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Econometric methods for derivative securities and risk management
Garcia, R.; Ghysels, E.; Renault, E. - In: Journal of Econometrics 94 (2000) 1-2, pp. 1-7
Persistent link: https://www.econbiz.de/10005285305
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Structural change and asset pricing in emerging markets
Garcia, R.; Ghysels, E. - In: Journal of international money and finance 17 (1998) 3, pp. 455-474
Persistent link: https://www.econbiz.de/10006918335