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Browsing by Author « Jasiak, Joanna »

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Showing results 1 to 6 of 6
Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
Dufour, Jean-Marie; Jasiak, Joanna
Issue Date : 2000-04

GARCH for Irregularly Spaced Data: The ACD-GARCH Model
Ghysels, Eric; Jasiak, Joanna
Issue Date : 1997-02

Kernel Autocorrelogram for Time Deformed Processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1996-07

Market Time and Asset Price Movements Theory and Estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1995-06

Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects
Ghysels, Eric; Jasiak, Joanna
Issue Date : 1995-06

Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1995-10

Showing results 1 to 6 of 6

 

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