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Structural Change Tests for Si...
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CAPM
Theorie
144
Theory
144
Time series analysis
72
Zeitreihenanalyse
72
Forecasting model
61
Prognoseverfahren
61
Estimation
57
Schätzung
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55
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55
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52
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44
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33
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29
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25
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25
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Schock
23
Seasonal variations
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Shock
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Business cycle
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Konjunktur
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Regression analysis
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Regressionsanalyse
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Statistical test
18
Statistischer Test
18
ECONOMETRICS
17
Econometrics
17
Geldpolitik
16
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16
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14
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economic models
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7
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English
23
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Ghysels, Eric
22
Andreou, Elena
4
Guérin, Pierre
3
Marcellino, Massimiliano
3
Santa-Clara, Pedro
3
Valkanov, Rossen I.
3
Anderson, Ewan W.
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Garcia, René
2
Guay, Alain
2
Juergens, Jennifer L.
2
Beaudry, Paul
1
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Dridi, Ramdan
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
Hall, Alastair R.
1
Jasiak, Joann
1
Kichian, Maral
1
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Cahier / Département de Sciences Économiques, Université de Montréal
3
Journal of econometrics
3
Discussion paper / Centre for Economic Policy Research
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
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1
Econometric methods and financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
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1
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1
The review of financial studies
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ECONIS (ZBW)
24
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1
What do interest rates reveal about the functioning of real business cycle models?
Beaudry, Paul
- In:
Journal of economic dynamics & control
20
(
1996
)
9
,
pp. 1661-1682
Persistent link: https://www.econbiz.de/10001209458
Saved in:
2
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/10003412637
Saved in:
3
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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