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Showing results 9 to 28 of 49
The Econometrics of Option Pricing
Garcia, René; Ghysels, Eric; Renault, Éric
Issue Date : 2004-01

Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric
Issue Date : 2003-01

Emerging Markets and Trading Costs
Cherkaoui, Mouna; Ghysels, Eric
Issue Date : 1999-02

An Empirical Analysis of the Canadian Budget Process
Campbell, Bryan; Ghysels, Eric
Issue Date : 1995-02

GARCH for Irregularly Spaced Data: The ACD-GARCH Model
Ghysels, Eric; Jasiak, Joanna
Issue Date : 1997-02

The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
Andreou, Elena; Ghysels, Eric
Issue Date : 2004-05

Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L.
Issue Date : 1995-03

Kernel Autocorrelogram for Time Deformed Processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1996-07

Let's Get "Real" about Using Economic Data
Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R.
Issue Date : 2001-07

Market Time and Asset Price Movements Theory and Estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1995-06

The MIDAS Touch: Mixed Data Sampling Regression Models
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen
Issue Date : 2004-05

Monetary Policy Rules with Model and Data Uncertainty
Callan, Myles; Ghysels, Eric; Swanson, Norman R.
Issue Date : 1998-11

Monitoring for Disruptions in Financial Markets
Andreou, Elena; Ghysels, Eric
Issue Date : 2004-05

A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; Tauchen, George
Issue Date : 1999-11

Nonparametric Estimation of American Options Exercise Boundaries and Call Prices
Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier
Issue Date : 1996-09

Nonparametric Methods and Option Pricing
Ghysels, Eric; Patilea, Valentin; Renault, Éric; Torrès, Olivier
Issue Date : 1997-04

On Periodic Autogressive Conditional Heteroskedasticity
Bollerslev, Tim; Ghysels, Eric
Issue Date : 1994-09

On Periodic Structures and Testing for Seasonal Unit Roots
Ghysels, Eric; Hall, Alastair; Lee, Hahn Shik
Issue Date : 1995-03

On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation
Ghysels, Eric; Pereira, João
Issue Date : 2003-05

On Stable Factor Structures in the Pricing of Risk
Ghysels, Eric
Issue Date : 1995-03

Showing results 9 to 28 of 49

 

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