Market Time and Asset Price Movements: Theory and Estimation

Eric Ghysels (), Christian S. Gourieroux and Joann Jasiak

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Date: 1995
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Related works:
Working Paper: Market Time and Asset Price Movements Theory and Estimation (1995)
Working Paper: Market Time and Asset Price Movements: Theory and Estimation (1995)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9536

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