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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Ghysels, Eric"
~subject:"CAPM"
~subject:"Schätztheorie"
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52
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52
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Ghysels, Eric
Phillips, Peter C. B.
31
Andrews, Donald W. K.
30
Jarrow, Robert A.
27
Newey, Whitney K.
27
Li, Qi
25
Gouriéroux, Christian
24
Baltagi, Badi H.
23
Madan, Dilip B.
22
Pesaran, M. Hashem
22
Ohtani, Kazuhiro
21
McAleer, Michael
20
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19
Hansen, Lars Peter
19
Krämer, Walter
19
Horowitz, Joel
18
Zhou, Guofu
18
Bai, Jushan
17
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Cochrane, John H.
16
Ferson, Wayne E.
16
Granger, C. W. J.
16
Robinson, Peter M.
16
Satchell, Stephen
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16
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Dufour, Jean-Marie
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Hahn, Jinyong
15
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15
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15
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14
Kelejian, Harry H.
14
Lee, Cheng F.
14
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13
Godfrey, L. G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
International economic review
2
L' Actualité économique : revue trimest.
2
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Journal of international money and finance
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ECONIS (ZBW)
15
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1
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
2
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
3
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
4
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
5
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
7
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
8
L'intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
Saved in:
9
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Saved in:
10
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
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