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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Ghysels, Eric"
~subject:"Estimation theory"
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Volatility
Estimation theory
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Ghysels, Eric
Gouriéroux, Christian
26
Robert, Christian P.
19
Linton, Oliver
18
Zakoïan, Jean-Michel
16
Pesaran, M. Hashem
14
Francq, Christian
13
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Bertail, Patrice
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Jochmans, Koen
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4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Cambridge working papers in economics
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Econometric theory
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Discussion paper / Centre for Economic Policy Research
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International economic review
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Working paper series / Department of Economics, University of Missouri-Columbia
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Annales d'économie et de statistique
1
CORE discussion paper : DP
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Econometric analysis of financial and economic time series ; part a
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Essays in honor of Peter C. B. Phillips
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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L' Actualité économique : revue trimest.
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Special section on small-sample properties of generalized method of moments (GMM)
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Staff working paper / Bank of Canada
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The review of economics and statistics
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Estimating the distribution of treatment effects
Ghysels, Eric
;
Hoderlein, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009552660
Saved in:
2
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
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