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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011582617
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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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Uncertainty and projections of the demand for mail
Fève, Frédérique; Florens, Jean-Pierre; … - In: Multi-modal competition and the future of mail, (pp. 77-93). 2012
Persistent link: https://www.econbiz.de/10009540197
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Internet advertising and direct mail : trends and analysis for the UK
Soteri, Soterios; Fève, Frédérique; Florens, Jean-Pierre - In: Progress in the competitive agenda in the postal and …, (pp. 209-222). 2009
Persistent link: https://www.econbiz.de/10003838657
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Price discovery without trading : evidence from the Nasdaq preopening
Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1339-1365
Persistent link: https://www.econbiz.de/10001497604
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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
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 747-760
Persistent link: https://www.econbiz.de/10001331522