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THE EFFECT OF SEASONAL ADJUSTM...
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CAPM
Theory
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Ghysels, Eric
22
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DUFOUR, Jean-Marie
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ECONIS (ZBW)
23
RePEc
3
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1
Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre
;
Chun, Sungju
;
Vodounou, Cosmé
- In:
Journal of empirical finance
20
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
Saved in:
2
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
3
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
4
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
5
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
6
L' intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
Saved in:
7
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
8
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
There is a risk-return tradeoff after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002482316
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