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Ghysels, Eric
22
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3
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3
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2
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2
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2
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Journal of Econometrics
Cahiers de recherche
76
Journal of econometrics
52
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of Business & Economic Statistics
21
Research paper series / Swiss Finance Institute
18
The review of financial studies
15
Discussion paper / Centre for Economic Policy Research
14
Journal of financial economics
12
Journal of empirical finance
11
The journal of finance : the journal of the American Finance Association
11
CEPR Discussion Papers
10
Cahier / Département de Sciences Économiques, Université de Montréal
10
Econometric theory
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
University of California at Los Angeles, Anderson Graduate School of Management
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of financial econometrics
7
NBER Working Paper
7
NBER working paper series
7
The review of economics and statistics
7
University of Cyprus Working Papers in Economics
7
Working paper / National Bureau of Economic Research, Inc.
7
Journal of Financial Econometrics
6
Journal of Financial Economics
6
NBER Working Papers
6
Swiss Finance Institute Research Paper
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Discussion papers / CEPR
5
Journal of Empirical Finance
5
Journal of applied econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
ECB Working Paper
4
Econometric Theory
4
Econometric reviews
4
Journal of Finance
4
Journal of international money and finance
4
L' Actualité économique : revue trimest.
4
Review of Financial Studies
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Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of Econometrics
131
(
2006
)
1-2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10005192571
Saved in:
2
Econometric methods for derivative securities and risk management
Garcia, R.
;
Ghysels, E.
;
Renault, E.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10005285305
Saved in:
3
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
;
Hall, Alastair
- In:
Journal of Econometrics
45
(
1990
)
1-2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10005052756
Saved in:
4
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of Econometrics
135
(
2006
)
1-2
,
pp. 77-124
Persistent link: https://www.econbiz.de/10005052772
Saved in:
5
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of Econometrics
135
(
2006
)
1-2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10005122617
Saved in:
6
On seasonality and business cycle durations: A nonparametric investigation
Ghysels, Eric
- In:
Journal of Econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10005122796
Saved in:
7
American options with stochastic dividends and volatility: A nonparametric investigation
Broadie, Mark
;
Detemple, Jerome
;
Ghysels, Eric
;
Torres, …
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10005228617
Saved in:
8
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair
- In:
Journal of Econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10005228945
Saved in:
9
The effect of linear filters on dynamic time series with structural change
Ghysels, Eric
;
Perron, Pierre
- In:
Journal of Econometrics
70
(
1996
)
1
,
pp. 69-97
Persistent link: https://www.econbiz.de/10005285614
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of Econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10005285724
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