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On type I errors after a preliminary test for heteroscedasticity
Forsberg, L.; Jonsson, B.; Kristiansson, U. - In: The statistician : journal of the Institute of Statisticians 48 (1999) 1, pp. 63-72
Persistent link: https://www.econbiz.de/10007342591
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Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model
Forsberg, Lars; Bollerslev, Tim - In: Journal of applied econometrics 17 (2002) 5, pp. 535-548
Persistent link: https://www.econbiz.de/10006970944
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L'analyse économétrique et la saisonnalité
Ghysels, Eric - In: L' Actualité économique : revue trimest. 70 (1994) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10009898939
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Structural change and asset pricing in emerging markets
Garcia, R.; Ghysels, E. - In: Journal of international money and finance 17 (1998) 3, pp. 455-474
Persistent link: https://www.econbiz.de/10006918335
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Bayesian Inference for Periodic Regime-switching Models
Ghysels, E.; McCulloch, R.E.; Tsay, R.S. - In: Journal of applied econometrics 13 (1998) 2, pp. 129-144
Persistent link: https://www.econbiz.de/10006993750
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On Scoring Asymmetric Periodic Probability Models of Turning-point Forecasts
Ghysels, E. - In: Journal of forecasting 12 (1993) 3-4, pp. 227-238
Persistent link: https://www.econbiz.de/10006954475
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The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea
Ghysels, Eric; Seon, Junghoon - In: Journal of international money and finance 24 (2005) 4, pp. 607-630
Persistent link: https://www.econbiz.de/10006876727
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On Periodic Structures and Testing for Seasonal Unit Roots
Ghysels, Eric; Hall, Alastair; Lee, Hahn Shik - In: Journal of the American Statistical Association : JASA 91 (1996) 436, pp. 1551-1559
Persistent link: https://www.econbiz.de/10006632752
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Monetary Policy Rules with Model and Data Uncertainty
Ghysels, Eric; Swanson, Norman R.; Callan, Myles - In: Southern economic journal 69 (2002) 2, pp. 239-265
Persistent link: https://www.econbiz.de/10006653149
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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