Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "[JEL:C00] Mathematical and Quantitative Methods - General - General"

Voici les éléments 1-3 de 3

  • Stochastic Volatility 

    Ghysels, Eric; Harvey, Andrew; Renault, Éric (Université de Montréal. Département de sciences économiques., 1996)
    This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, ...

  • A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 

    Gonzalo, Jesus; Ng, Serena (Université de Montréal. Département de sciences économiques., 1996)
    This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of n economic variables.

  • A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 

    Gonzalo, Jesus; Ng, Serena (Université de Montréal. Département de sciences économiques., 1996)
    This paper proposes a systematic framework for analyzing the dynamic effects of permanent and transitory shocks on a system of \"n\" economic variables.