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Simulation based inference in moving average models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosmé - 1995
Persistent link: https://www.econbiz.de/10001512547
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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
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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
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Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
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On the dynamic specification of international asset pricing models
Kichian, Maral; Garcia, René; Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001513096
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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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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
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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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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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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