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Browsing by Author « Ghysels, Eric »
Showing results 43 to 49 of 49
| 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 43 to 49 of 49
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