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ECONIS (ZBW)
1,272
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1
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
2
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
3
B-mixing and moment properties of various GARCH, stochastic
volatility
and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
Saved in:
4
Estimating stochastic
volatility
models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
5
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
6
Arbitrage-based pricing when
volatility
is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Stock market listing and corporate tax aggressiveness : evidence from legal reforms in squeeze out in Japan
Orihara, Masanori
-
2015
Persistent link: https://www.econbiz.de/10011348874
Saved in:
9
Market data : implications to investors ; hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services...
2001
Persistent link: https://www.econbiz.de/10001719366
Saved in:
10
Pension fund investment from ageing to emerging markets
Reisen, Helmut
;
Fischer, Bernhard
-
1994
Persistent link: https://www.econbiz.de/10013432486
Saved in:
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