Market Time and Asset Price Movements: Theory and Estimation.

Ghysels, Eric; Gourieroux, C.; Jasiak, J.

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Permalink: http://hdl.handle.net/1866/2071

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9536.pdf (1.841Mb)

Series/Report no.

Cahier de recherche #9536

1995

Author(s)

Ghysels, Eric

Gourieroux, C.

Jasiak, J.

Ghysels, E., Gourieroux, C. et Jasiak, J., «Market Time and Asset Price Movements: Theory and Estimation.», Cahier de recherche #9536, Département de sciences économiques, Université de Montréal, 1995, 59 pages.

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FAS - Dép. Sc. économiques - Corps professoral - Cahiers de recherche [519]