Narrow search
Showing 1 - 10 of 50
Cover Image
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; … - In: Journal of econometrics 116 (2003) 1/2, pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Cover Image
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/10001164056
Cover Image
Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
Cover Image
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair R. - 1995
Persistent link: https://www.econbiz.de/10001512516
Cover Image
Simulation based inference in moving average models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosmé - 1995
Persistent link: https://www.econbiz.de/10001512547
Cover Image
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
Cover Image
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
Cover Image
Nonparametric methods and option pricing
Ghysels, Eric (contributor) - 1997
Persistent link: https://www.econbiz.de/10000976278
Cover Image
Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1997
Persistent link: https://www.econbiz.de/10000980453
Cover Image
Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447