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Disambiguation of "Jasiak, Joann"

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Stochastic volatility duration models

, , and . Journal of Econometrics, 119 (2): 413--433 (April 2004)

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Demetrios Joannou

Urania Joannou

Heinz Joannou

Lutz Joanni

Andreas Eugen Joanni

 

Other publications of authors with the same name

Nonlinear Autocorrelograms: an Application to Inter-Trade Durations, and . Journal of Time Series Analysis, 23 (2): 127--154 (60 03 2002)doi: 10.1111/1467-9892.00259.Structural Laplace Transform and Compound Autoregressive Models, , and . Journal of Time Series Analysis, 27 (4): 477--503 (182 07 2006)doi: 10.1111/j.1467-9892.2006.00479.x.Multivariate Jacobi process with application to smooth transitions, and . Journal of Econometrics, 131 (1-2): 475--505 (00 2006)Memory and infrequent breaks, and . Economics Letters, 70 (1): 29--41 (January 2001)State-space Models with Finite Dimensional Dependence, and . Journal of Time Series Analysis, 22 (6): 665--678 (305 11 2001)doi: 10.1111/1467-9892.00247.First-Order Autoregressive Processes with Heterogeneous Persistence. Journal of Time Series Analysis, 24 (3): 283--309 (121 05 2003)doi: 10.1111/1467-9892.00308.DYNAMIC FACTOR MODELS, and . Econometric Reviews, 20 (4): 385--424 (2001)Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors, and . International Economic Review, 42 (3): 815--844 (213 08 2001)doi: 10.1111/1468-2354.00135.Stochastic volatility duration models, , and . Journal of Econometrics, 119 (2): 413--433 (April 2004)Financial econometrics, and . Princeton-series in finance Princeton Univ. Press, Princeton u.a., (2001)