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30篇 您的检索式：作者名="JASIAK J"

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	题名	作者	年代	出处	被引量
1	The ordered qualitative model for credit rating transition显示文摘	Feng D Gourierou C Jasiak J	2008	Journal of Empirical Finance2008，，15：	1
2	Intra-day marketactivity 显示文摘	GourierouxC Jasiak J Le Fol G	1999	Journal of Financial Markets1999，2，3：	1
3	Intra-day market activity显示文摘	Gouri6roux C Jasiak J Le Fol G	1999	Journal of Financial Markets1999，2，3：	1
4	Nonlinear Autocorrelograms: An Application To Inter-Trade Durations显示文摘	Gouri~roux C Jasiak J	2002	Journal of Time Series Analysis2002，23，2：	1
5	Persistence in inter-trade durations 显示文摘	Jasiak J	1998	Finance1998，19，：	1
6	Persistence in intertrade durations 显示文摘	Jasiak J	1998	Finance1998，19，2：	1
7	GARCH for irregularly spaced financial data:The ACD-GARCH model显示文摘	Ghysels E Jasiak J	1997	Studies in Nonlinear Dynamics and Econometrics1997，2，：	1
8	Persistence in Intertrade Durations显示文摘	Jasiak J	1998	Finance1998，，19：	1
9	Persistence in intertrade durations 显示文摘	Jasiak J	1998	Journal of Finance1998，19，：	1
10	Value at risk 显示文摘	GOURIEROUX C JASIAK J	2002	Journal of Time Series Anlysis2002，，9：	1
11	Persistence in intertrade durations 显示文摘	Jasiak J	1998	Finance1998，19，1：	1
12	Persistence in intertrade durations显示文摘	Jasiak J	1998	Finance1998，，19：	1
13	GAILCH for Irregularly Spaced Data:The ACD-GAtLCH Model显示文摘	Ghysels E Jasiak J	1998	(97s-06)1998，，：	1
14	GARCH for irregularly spaced financial aata : the ACD-GARCH model 显示文摘	Ghysels E Jasiak J	1998	Studies in Nonlinear Dynamics& Econometrics1998，2，4：	1
15	Intra-day market activity显示文摘	Christian G Jasiak J Le Fol G	1999	Journal of Financial Markets1999，2，：	1
16	GARCH for irregularly spaced financial data: the ACD- GARCH model显示文摘	Ghysels E Jasiak J	1999	Studies in Nonlinear Dynamics and Econometrics1999，2，4：	1
17	Persistence in intertrade durations显示文摘	Jasiak J	1998	Finance1998，19，：	1
18	Finite sample limited information inference methods for structural equations and models with generated regressors显示文摘	J M Dufour J Jasiak	2001	International Economic Review2001，42，3：	1
19	GARCH for irregularly spaced financial data : The ACD - GARCH model 显示文摘	Ghysels E Jasiak J	1998	Studies in Nonlinear Dynamics & Econometrics1998，2，4：	1
20	GARCH for irregurally spaced financial data: The ACD-GARCH model 显示文摘	Ghysels E Jasiak J	1998	Studies in Nonlinear Economics and Econometrics1998，2，：	1

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