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On stable factor structures in the pricing of risk
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001512514
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Some econometric recipes for high-frequency data cooking
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
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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
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On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
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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/10001164056
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Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
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Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric - In: Macroeconomic dynamics 4 (2000) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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Seasonal adjustment and other data transformations
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric - In: Journal of financial econometrics : official journal of … 7 (2009) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10003825715