Skip navigation
FDA
  1. Faculty Digital Archive : NYU Libraries
  2. Browsing FDA

Browsing by Author Soulier, Philippe

Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)
16-May-2007Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
2-Jun-2009Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized VolatilityDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
20-Nov-2012Drift in Transcation-Level Asset Price ModelsCao, Wen; Hurvich, Clifford; Soulier, Philippe
Feb-2002Estimating long memory in volatilityHurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
25-Jul-2002Estimation of long memory in the presence of a smooth nonparametric trendHurvich, Clifford; Lang, Gabriel; Soulier, Philippe
19-Jul-2012Limit Laws in Trasnaction-Level Asset Price ModelsAue, Alexander; Horvath, Lajos; Hurvich, Clifford; Soulier, Philippe
8-Nov-2005Propagation of Memory Parameter from Durations to CountsDeo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi
2000TESTING FOR LONG MEMORY IN VOLATILITYHurvich, Clifford M.; Soulier, Philippe
Showing results 1 to 8 of 8