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Monetary Policy Rules with Model and Data Uncertainty
Ghysels, Eric; Swanson, Norman R.; Callan, Myles - In: Southern economic journal 69 (2002) 2, pp. 239-265
Persistent link: https://www.econbiz.de/10006653149
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Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - In: Journal of econometrics 131 (2006) 1, pp. 59-96
Persistent link: https://www.econbiz.de/10006747798
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
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There is a risk-return trade-off after all
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - In: Journal of financial economics 76 (2005) 3, pp. 509-548
Persistent link: https://www.econbiz.de/10006500590
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Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 90 (1999) 2, pp. 337
Persistent link: https://www.econbiz.de/10006786370
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of econometrics 82 (1998) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006790191
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On seasonality and business cycle durations: A non-parametric investigation
Ghysels, Eric - In: Journal of econometrics 79 (1997) 2, pp. 269-290
Persistent link: https://www.econbiz.de/10006792313
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The effect of linear filters on dynamic time series with structural change
Ghysels, Eric; Perron, Pierre - In: Journal of econometrics 70 (1996) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10006794815
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Editors' introduction: Recent developments in the econometrics of structural change
Dufour, Jean-Marie; Ghysels, Eric - In: Journal of econometrics 70 (1996) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10006794818
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Changes in seasonal patterns: Are they cyclical?
Canova, Fabio; Ghysels, Eric - In: Journal of economic dynamics & control 18 (1994) 6, pp. 1143-1172
Persistent link: https://www.econbiz.de/10006804539