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Linear-representations based estimation of switching-regime GARCH models
Francq, Christian; Zakoïan, Jean-Michel - 1999
Persistent link: https://www.econbiz.de/10001430409
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Stationarity of multivariate markov-switching ARMA models
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001530320
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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
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001549029
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001491355
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Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.; Ghysels, Eric; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950450
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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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
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Pension fund investment from ageing to emerging markets
Reisen, Helmut; Fischer, Bernhard - 1994
Persistent link: https://www.econbiz.de/10013432486