00677    a2200217   4500020001800000082002000018100002600038245005800064260004800122300002100170650002500191650001700216650002900233650003100262650003500293650004900328650002100377650001900398650002400417700001800441  a9788122416978  a330.015195bGOU  aGourieroux, Christain  aFinancial econometricsbproblems, models, and methods  aPrincetonbPrinceton Universityc2005g2005  axi, 513p.c24cm.  aPresent value models  aEconometrics  aUniveriate Linear Models  aMultivariate Linear models  aConditional heteroscesasticity  aDynamic factor modelsaDynamic factor models  aDiffusion models  aMarket indexes  aHigh frequency data  aJasiak, Joann