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~person:"Jasiak, Joann"
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9
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5
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5
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3
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3
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3
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Jasiak, Joann
Ghysels, Eric
207
Ghysels, E.
84
Lieberman, Offer
67
BOSSERT, Walter
34
EHLERS, Lars
23
Dufour, J.M.
21
Phillips, Peter C. B.
20
Garcia, R.
18
DUFOUR, Jean-Marie
17
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16
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16
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15
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15
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15
Ng, S.
15
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15
SUZUMURA, Kotaro
15
BENCHEKROUN, Hassan
14
RUGE-MURCIA, Francisco J.
14
Hall, A.
13
GAUDET, Gérard
12
Sprumont, Y.
12
BOYER, M.
11
CASTRO, Rui
11
Renault, E.
11
Renault, Eric
11
Bossert, Walter
10
Gouriéroux, Christian
10
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9
Bossert, W.
9
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9
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9
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8
Babii, Andrii
8
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8
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8
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8
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Cahier / Département de Sciences Économiques, Université de Montréal
2
Annales d'économie et de statistique
1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
9
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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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
3
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
4
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
5
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
6
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
7
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
9
GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric
(
contributor
);
Jasiak, Joann
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
Saved in:
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