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Ghysels, Eric
51
Renault, Eric
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Journal of econometrics
Working Papers / Bank of Canada
759
Discussion Papers / Bank of Canada
96
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of Econometrics
34
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31
Journal of Business & Economic Statistics
24
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23
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21
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20
The review of financial studies
16
Cahier / Département de Sciences Économiques, Université de Montréal
15
Econometric theory
15
Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
12
Journal of financial econometrics
12
Journal of financial economics
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Technical report / Bank of Canada
11
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Econometric reviews
9
CEPR Discussion Papers
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Fisher College of Business working paper series
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
Working Paper Series / Charles A. Dice Center for Research in Financial Economics, Fisher College of Business
7
Econometric Theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of Empirical Finance
6
Journal of Financial Econometrics
6
L' Actualité économique : revue trimest.
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Working paper / National Bureau of Economic Research, Inc.
6
Annales d'Economie et de Statistique
5
Annales d'économie et de statistique
5
Bank of Canada Working Paper
5
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ECONIS (ZBW)
51
OLC EcoSci
29
USB Cologne (EcoSocSci)
2
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1
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
2
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/10001335929
Saved in:
3
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
4
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
Saved in:
5
Dynamic factor models
Croux, Christophe
;
Renault, Eric
;
Werker, Bas
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
Saved in:
6
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
7
On the efficient use of the informational content of estimating equations: Implied probabilities and Euclidean empirical likelihood
Antoine, Bertille
;
Bonnal, Hélène
;
Renault, Eric
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 461-487
Persistent link: https://www.econbiz.de/10007732046
Saved in:
8
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10007391022
Saved in:
9
Latest developments on heavy-tailed distributions
Paolella, Marc
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10010063346
Saved in:
10
Editors’ introduction
Carrasco, Marine
;
Caner, Mehmet
;
Kitamura, Yuichi
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 251-256
Persistent link: https://www.econbiz.de/10010013513
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