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Browsing by Author « Ghysels, Eric »
Showing results 32 to 49 of 49
| Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results | | Andreou, Elena; Ghysels, Eric | | Issue Date : 2000-05 |
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| Seasonal Adjustment and Volatility Dynamics | | Ghysels, Eric; Granger, Clive W.J.; Siklos, Pierre L. | | Issue Date : 1997-11 |
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| Seasonal Nonstationarity and Near-Nonstationarity | | Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M. M. | | Issue Date : 1999-02 |
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| Seasonal Time Series and Autocorrelation Function Estimation | | Bell, William R.; Ghysels, Eric; Lee, Hahn Shik | | Issue Date : 1997-10 |
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| A Semi-Parametric Factor Model for Interest Rates | | Ghysels, Eric; Ng, Serena | | Issue Date : 1996-07 |
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| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure | | Ghysels, Eric; Ng, Serena | | Issue Date : 1997-10 |
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| 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 32 to 49 of 49
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