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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
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Stochastic volatility
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10000929391
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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René; Ghysels, Eric; Renault, Eric - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
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The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian; Monfort, Alain; Ghysels, Eric - In: Econometric theory 28 (2012) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
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ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
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The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003884345
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In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric; Mykland, Per A.; Renault, Eric - In: Econometric theory 39 (2023) 1, pp. 70-106
Persistent link: https://www.econbiz.de/10014247294