Narrow search
Showing 1 - 10 of 1,091
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
Stochastic volatility
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10000929391
Cover Image
Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
Cover Image
The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
Cover Image
Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
Cover Image
The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René; Ghysels, Eric; Renault, Eric - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
Cover Image
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian; Monfort, Alain; Ghysels, Eric - In: Econometric theory 28 (2012) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
Cover Image
ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric; Renault, Eric - 2011
Persistent link: https://www.econbiz.de/10009552661
Cover Image
The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003884345
Cover Image
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
Ghysels, Eric; Mykland, Per A.; Renault, Eric - In: Econometric theory 39 (2023) 1, pp. 70-106
Persistent link: https://www.econbiz.de/10014247294