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~type_genre:"Amtsdruckschrift"
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Amtsdruckschrift
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Ghysels, Eric
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
The effect of nonnormality
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000910559
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2
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
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3
An [alpha]-level adaptive test for regression models via regressogram selection
Guerre, Emmanuel
;
Lieberman, Offer
-
1999
Persistent link: https://www.econbiz.de/10001391211
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4
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
Saved in:
5
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
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6
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:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
8
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
9
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
10
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
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