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1.
Quadratic M-estimators for arch-type processes by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: Cahier 3197.

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2.
Aggregations and marginalization of garch and stochastic volatility models by Series: CRDE Cahier series
Material type: Text Text
Publication details: Montreal CRDE, University of Montreal 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: Cahier 3597.

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3.
An eigenfunction approach for volatility modeling by Series: CRDE cahier series
Material type: Text Text
Publication details: Montreal Uni de Montreal 2001
Availability: Items available for loan: IGIDR (1).

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4.
A theoretical comparison between integrated and realized volatilities by Series: CRDE cahier series
Material type: Text Text
Publication details: Montreal Uni de Montreal 2001
Availability: Items available for loan: IGIDR (1).

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