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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
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Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001485343
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Nonlinear panel data models with dynamic heterogeneity
Gouriéroux, Christian; Jasiak, Joann - In: Panel data econometrics : future directions : papers in …, (pp. 127-147). 2000
Persistent link: https://www.econbiz.de/10001488037
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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
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Persistence in intertrade durations
Jasiak, Joann - In: Finance : revue de l'Association Française de Finance 19 (1998) 2, pp. 165-195
Persistent link: https://www.econbiz.de/10001476807
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Intra-day market activity
Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - 1996
Persistent link: https://www.econbiz.de/10000941330
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Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447
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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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Causality between returns and trated volumes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996770