Market Time and Asset Price Movements: Theory and Estimation

Eric Ghysels (), Christian Gourieroux and Joann Jasiak

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

Pages: 59 pages
Date: 1995
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Citations: View citations in EconPapers (22)

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http://hdl.handle.net/1866/2071 (application/pdf)

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: https://EconPapers.repec.org/RePEc:mtl:montde:9536

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