Recherche
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Simulation Based Inference in Moving Average Models
(Université de Montréal. Département de sciences économiques., 1995)
Periodic Autoregressive Conditional Heteroskedasticity
(Université de Montréal. Département de sciences économiques., 1994)
On the Analysis of Business Cycles Through the Spectrum of Chronologies
(Université de Montréal. Département de sciences économiques., 1994)
Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects
(Université de Montréal. Département de sciences économiques., 1994)
On Periodic Time Series and Testing the Unit Root Hypothesis
(Université de Montréal. Département de sciences économiques., 1993)
An Empirical Analysis of the Canadian Budget Process
(Université de Montréal. Département de sciences économiques., 1995)
The Periodic Time Series and Testing the Unit Root Hypothesis
(Université de Montréal. Département de sciences économiques., 1993)
A Semi-Parametric Factor Model for Interest Rates
(Université de Montréal. Département de sciences économiques., 1996)
Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public ...
On the Dynamic Specification of International Asset Pricing Models
(Université de Montréal. Département de sciences économiques., 1995)
Arbitrage-Based Pricing when Volatility is Stochastic
(Université de Montréal. Département de sciences économiques., 1996)
The paper investigates the pricing of derivative securities with calendar-time maturities.