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Showing results 17 to 36 of 49
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

On the Dynamic Specification of International Asset Pricing Models
Garcia, René; Ghysels, Eric; Kichian, Maral
Issue Date : 1995-09

Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen
Issue Date : 2004-05

Predictive Tests for Structural Change with Unknown Breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair
Issue Date : 1995-03

Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
Andreou, Elena; Ghysels, Eric
Issue Date : 2000-05

Seasonal Adjustment and Volatility Dynamics
Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L.
Issue Date : 1997-11

Seasonal Nonstationarity and Near-Nonstationarity
Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M. M.
Issue Date : 1999-02

Seasonal Time Series and Autocorrelation Function Estimation
Bell, William R.; Ghysels, Eric; Lee, Hahn Shik
Issue Date : 1997-10

A Semi-Parametric Factor Model for Interest Rates
Ghysels, Eric; Ng, Serena
Issue Date : 1996-07

Showing results 17 to 36 of 49


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