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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
51
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of Business & Economic Statistics
21
Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Econometric theory
9
The review of financial studies
9
CEPR Discussion Papers
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
7
The review of economics and statistics
7
University of Cyprus Working Papers in Economics
7
Journal of Financial Econometrics
6
Journal of financial econometrics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of Empirical Finance
5
Journal of applied econometrics
5
NBER Working Paper
5
NBER Working Papers
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
ECB Working Paper
4
Econometric Theory
4
Econometric reviews
4
Journal of international money and finance
4
L' Actualité économique : revue trimest.
4
Staff Report
4
Staff Reports / Federal Reserve Bank of New York
4
Staff reports / Federal Reserve Bank of New York
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Working paper / National Bureau of Economic Research, Inc
4
Brussels Economic Review
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
;
Lee, Hahn S.
;
Noh, Jaesum
- In:
Journal of Econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10005285736
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