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person:"Ghysels, Eric"
subject:"Schätztheorie"
~language:"eng"
~subject:"Financial market"
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30
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30
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Ghysels, Eric
Härdle, Wolfgang
84
Pesaran, M. Hashem
65
Phillips, Peter C. B.
60
Franses, Philip Hans
45
Andrews, Donald W. K.
44
McAleer, Michael
41
Newey, Whitney K.
41
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38
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36
Allen, Franklin
35
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35
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35
Polemarchakis, Heraklis M.
35
Swanson, Norman R.
35
Lux, Thomas
34
Stiglitz, Joseph E.
34
Sornette, Didier
32
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Li, Qi
28
Mishkin, Frederic S.
27
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Brännäs, Kurt
25
Kohn, Robert
25
Acharya, Viral V.
24
Dufour, Jean-Marie
24
Granger, C. W. J.
24
Aizenman, Joshua
23
Engle, Robert F.
23
Gale, Douglas
23
Maravall Herrero, Agustín
23
Ullah, Aman
23
Goldstein, Itay
22
Hubbard, R. Glenn
22
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22
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22
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
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2
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1
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1
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1
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ECONIS (ZBW)
21
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1
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
2
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
3
Structural breaks in financial time series
Andreou, Elena
;
Ghysels, Eric
- In:
Handbook of financial time series
,
(pp. 839-870)
.
2009
Persistent link: https://www.econbiz.de/10003834237
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
9
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:
10
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:
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