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Browsing by Author « Jasiak, Joanna »
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| Kernel Autocorrelogram for Time Deformed Processes | | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | | Issue Date : 1996-07 |
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| Market Time and Asset Price Movements Theory and Estimation | | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | | Issue Date : 1995-06 |
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| Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects | | Ghysels, Eric; Jasiak, Joanna | | Issue Date : 1995-06 |
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| Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets | | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | | Issue Date : 1995-10 |
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Showing results 3 to 6 of 6
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