FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Ghysels, Eric »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

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

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

A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric; Ng, Serena
Issue Date : 1997-10

Simulation Based Inference in Moving Average Models
Ghysels, Eric; Khalaf, Lynda; Vodounou, Cosme
Issue Date : 1994-10

Stochastic Volatility
Ghysels, Eric; Harvey, Andrew; Renault, Éric
Issue Date : 1995-11

Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects
Ghysels, Eric; Jasiak, Joanna
Issue Date : 1995-06

Structural Change and Asset Pricing in Emerging Markets
Garcia, René; Ghysels, Eric
Issue Date : 1996-11

Structural Change Tests for Simulated Method of Moments
Ghysels, Eric; Guay, Alain
Issue Date : 1998-06

Testing for Structural Change in the Presence of Auxiliary Models
Ghysels, Eric; Guay, Alain
Issue Date : 2001-09

Tests for Breaks in the Conditional Co-movements of Asset Returns
Andreou, Elena; Ghysels, Eric
Issue Date : 2002-06

There is a Risk-Return Tradeoff After All
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen
Issue Date : 2003-05

There is a Risk-Return Tradeoff After All
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen
Issue Date : 2004-05

Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joanna
Issue Date : 1995-10

What Data Should Be Used to Price Options?
Chernov, Mikhail; Ghysels, Eric
Issue Date : 1998-06

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

Showing results 32 to 49 of 49

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016