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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
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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
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1/2, pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve - In: Journal of econometrics 116 (2003) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10006761942
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Seasonality and econometric models
Ghysels, Eric (contributor) - In: Journal of econometrics / Annals 1993,1 (1992)
Persistent link: https://www.econbiz.de/10004140816
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Frontiers of financial econometrics and financial engineering
Ghysels, Eric (contributor) - In: Journal of econometrics 116,1/2 : Annals of econometrics (2003)
Persistent link: https://www.econbiz.de/10004492050
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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, pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
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Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 90 (1999) 2, pp. 337
Persistent link: https://www.econbiz.de/10006786370
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 82 (1998) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006790191