//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic volatility duration...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
2
Type of publication
All
Article
129
Language
All
Undetermined
118
French
7
English
4
Author
All
Ghysels, Eric
79
Gouriéroux, Christian
24
Jasiak, Joann
13
Gourieroux, C.
8
Gourieroux, Christian
8
Jasiak, J.
8
Andreou, Elena
7
Darolles, Serge
6
Hall, Alastair
6
Valkanov, Rossen
6
Anderson, Evan W.
4
Guay, Alain
4
Juergens, Jennifer L.
4
Santa-Clara, Pedro
4
Chen, Xilong
3
Dufour, Jean-Marie
3
Florens, Jean-Pierre
3
Fol, Gae͏̈lle Le
3
Ghysels, E.
3
Gouriéroux, C.
3
Jasiak, Joanna
3
Sinko, Arthur
3
Sohn, Bumjean
3
Swanson, Norman R.
3
Broze, Laurence
2
Campbell, Bryan
2
Cao, Charles
2
Chabot, Benjamin
2
Cherkaoui, Mouna
2
Chernov, Mikhail
2
Engle, Robert F.
2
Gagliardini, Patrick
2
Granger, Clive W.J.
2
Hatheway, Frank
2
Jagannathan, Ravi
2
Kourtellos, Andros
2
Lee, Hahn Shik
2
Ng, Serena
2
Peaucelle, Irina
2
Pereira, João Pedro
2
more ...
less ...
Published in...
All
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of empirical finance
10
L' Actualité économique : revue trimest.
7
Econometric theory
6
Annales d'économie et de statistique
4
The review of economics and statistics
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc
4
Econometric reviews
3
Journal of economic dynamics & control
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Economics letters
2
Finance : revue de l'Association Française de Finance
2
International economic review
2
Journal de la Société Française de Statistique
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic literature
2
Journal of forecasting
2
Journal of international money and finance
2
L' économétrie appliquée
2
Business economics : the journal of the National Association of Business Economists
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
Journal de la Société de Statistique de Paris
1
Journal of housing economics
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Revue économique
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
669
RePEc
413
EconStor
16
USB Cologne (EcoSocSci)
7
Other ZBW resources
6
BASE
3
more ...
less ...
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
Saved in:
2
Causality between Returns and Traded Volumes
Ghysels, Éric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 189-206
Persistent link: https://www.econbiz.de/10007919760
Saved in:
3
Comment - Bayesian Analysis of Stochastic Volatility Models
Ghysels, Eric
;
Jasiak, Joanna
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 399-401
Persistent link: https://www.econbiz.de/10008224420
Saved in:
4
GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric
;
Jasiak, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 133-149
Persistent link: https://www.econbiz.de/10009949717
Saved in:
5
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.
;
Akaike, H.
;
Bozdogan, H.
;
Bozdogan, H.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022
Persistent link: https://www.econbiz.de/10007762697
Saved in:
6
Persistence in intertrade durations
Jasiak, Joanna
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 165-195
Persistent link: https://www.econbiz.de/10009918827
Saved in:
7
Heterogeneous INAR(1) model with application to car insurance
Gourieroux, C.
;
Jasiak, J.
- In:
Insurance / Mathematics & economics
34
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10006882823
Saved in:
8
Dynamic Factor Models
Gourieroux, C.
;
Jasiak, J.
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10006899262
Saved in:
9
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.
;
Jasiak, J.
;
Sufana, R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10008253329
Saved in:
10
Dynamic quantile models
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198
Persistent link: https://www.econbiz.de/10008143193
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->