Narrow search
Showing 1 - 10 of 111
Cover Image
On stable factor structures in the pricing of risk
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001512514
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
An empirical analysis of the Canadian budget process
Campbell, Bryan; Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001512524
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
On periodic structures and testing for seasonal unit roots
Ghysels, Eric; Hall, Alastair R.; Lee, Hahn-shik - 1995
Persistent link: https://www.econbiz.de/10001512557
Cover Image
Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
Cover Image
On the dynamic specification of international asset pricing models
Kichian, Maral; Garcia, René; Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001513096
Cover Image
Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Cover Image
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
Cover Image
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458
Persistent link: https://www.econbiz.de/10001483311