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Browsing by Author « Ghysels, Eric »
Showing results 38 to 49 of 49
Simulation Based Inference in Moving Average Models | Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosme | Issue Date : 1994-10 |
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Stochastic Volatility | Ghysels, Eric; Harvey, Andrew; Renault, Éric | Issue Date : 1995-11 |
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Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects | Ghysels, Eric; Jasiak, Joanna | Issue Date : 1995-06 |
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Structural Change and Asset Pricing in Emerging Markets | Garcia, René; Ghysels, Eric | Issue Date : 1996-11 |
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Structural Change Tests for Simulated Method of Moments | Ghysels, Eric; Guay, Alain | Issue Date : 1998-06 |
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Testing for Structural Change in the Presence of Auxiliary Models | Ghysels, Eric; Guay, Alain | Issue Date : 2001-09 |
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Tests for Breaks in the Conditional Co-movements of Asset Returns | Andreou, Elena; Ghysels, Eric | Issue Date : 2002-06 |
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There is a Risk-Return Tradeoff After All | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | Issue Date : 2003-05 |
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There is a Risk-Return Tradeoff After All | Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen | Issue Date : 2004-05 |
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Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets | Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna | Issue Date : 1995-10 |
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What Data Should Be Used to Price Options? | Chernov, Mikhail; Ghysels, Eric | Issue Date : 1998-06 |
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Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening | Cao, Charles; Ghysels, Eric; Hatheway, Frank | Issue Date : 1998-05 |
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Showing results 38 to 49 of 49
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