Market Time and Asset Price Movements: Theory and Estimation

Eric Ghysels (), Christian Gourieroux and Joann Jasiak

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: PRICING; ECONOMIC MODELS (search for similar items in EconPapers)
Pages: 59 pages
Date: 1995
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Citations: View citations in EconPapers (11)

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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:montec:9536

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