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Browsing by Author « Ghysels, Eric »
Showing results 2 to 21 of 49
American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation | Broadie, Mark; Detemple, Jérôme B.; Ghysels, Eric; Torrès, Olivier | Issue Date : 1996-10 |
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Approximating the Probability Distribution of Functions of Random Variables: A New Approach | Eriksson, Anders; Forsberg, Lars; Ghysels, Eric | Issue Date : 2004-05 |
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Arbitrage Based Pricing When Volatility Is Stochastic | Bossaert, Peter; Ghysels, Eric; Gouriéroux, Christian | Issue Date : 1996-07 |
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The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors | Ghysels, Eric; Seon, Junghoon | Issue Date : 2000-03 |
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Bayesian Inference for Periodic Regime-Switching Models | Ghysels, Eric; McCulloch, Robert E.; Tsay, Ruey S. | Issue Date : 1994-01 |
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Derivatives Do Affect Mutual Funds Returns : How and When? | Cao, Charles; Ghysels, Eric; Hatheway, Frank | Issue Date : 2001-11 |
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Detecting Mutiple Breaks in Financial Market Volatility Dynamics | Andreou, Elena; Ghysels, Eric | Issue Date : 2001-11 |
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The Econometrics of Option Pricing | Garcia, René; Ghysels, Eric; Renault, Éric | Issue Date : 2004-01 |
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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 |
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Emerging Markets and Trading Costs | Cherkaoui, Mouna; Ghysels, Eric | Issue Date : 1999-02 |
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An Empirical Analysis of the Canadian Budget Process | Campbell, Bryan; Ghysels, Eric | Issue Date : 1995-02 |
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GARCH for Irregularly Spaced Data: The ACD-GARCH Model | Ghysels, Eric; Jasiak, Joanna | Issue Date : 1997-02 |
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The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests | Andreou, Elena; Ghysels, Eric | Issue Date : 2004-05 |
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Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? | Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L. | Issue Date : 1995-03 |
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Kernel Autocorrelogram for Time Deformed Processes | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | Issue Date : 1996-07 |
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Let's Get "Real" about Using Economic Data | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. | Issue Date : 2001-07 |
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Market Time and Asset Price Movements Theory and Estimation | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | Issue Date : 1995-06 |
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The MIDAS Touch: Mixed Data Sampling Regression Models | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | Issue Date : 2004-05 |
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Monetary Policy Rules with Model and Data Uncertainty | Callan, Myles; Ghysels, Eric; Swanson, Norman R. | Issue Date : 1998-11 |
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Monitoring for Disruptions in Financial Markets | Andreou, Elena; Ghysels, Eric | Issue Date : 2004-05 |
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Showing results 2 to 21 of 49
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