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Volatility
Theorie
144
Theory
144
Time series analysis
72
Zeitreihenanalyse
72
Forecasting model
61
Prognoseverfahren
61
Estimation
57
Schätzung
57
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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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33
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29
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English
44
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Ghysels, Eric
44
Andreou, Elena
6
Jasiak, Joann
5
Valkanov, Rossen I.
5
Engle, Robert F.
4
Gouriéroux, Christian
4
Renault, Eric
4
Fleming, Michael J.
3
Nguyen, Giang H.
3
Santa-Clara, Pedro
3
Wang, Fangfang
3
Chen, Xilong
2
Chernov, Mikhail
2
Conrad, Christian
2
Custovic, Anessa
2
Gagliardini, Patrick
2
Garcia, René
2
Harvey, Andrew C.
2
Rubin, Mirco
2
Sinko, Arthur
2
Sohn, Bumjean
2
Andreou, Alena
1
Babii, Andrii
1
Bossaerts, Peter L.
1
Chabot, Benjamin
1
Dossani, Asad
1
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1
Gallant, A. Ronald
1
Guérin, Pierre
1
Jagannathan, Ravi
1
Liu, Hanwei
1
Marcellino, Massimiliano
1
Plazzi, Alberto
1
Raymond, Steve
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
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1
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1
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Journal of econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
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2
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1
Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
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1
Journal of applied econometrics
1
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1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
NBER Working Paper
1
Staff reports / Federal Reserve Bank of New York
1
Statistical methods in finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The review of economics and statistics
1
The review of financial studies
1
Tools and techniques
1
Working paper / Department of Economics, University of Cyprus
1
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ECONIS (ZBW)
44
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1
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
Saved in:
2
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
5
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
6
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
7
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
8
GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric
(
contributor
);
Jasiak, Joann
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
Saved in:
9
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
10
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
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