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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Bacchetta, Philippe"
~person:"Ghysels, Eric"
~person:"Jensen, Mark J."
~person:"Mykland, Per A."
~subject:"Theory"
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Bacchetta, Philippe
Ghysels, Eric
Jensen, Mark J.
Mykland, Per A.
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
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Hallin, Marc
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Journal of econometrics
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3
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3
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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ECONIS (ZBW)
8
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1
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date (oldest first)
1
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
2
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
3
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
4
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
5
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
7
Capital markets and the instability of open economies
Aghion, Philippe
;
Bacchetta, Philippe
;
Banerjee, Abhijit V.
-
1999
Persistent link: https://www.econbiz.de/10013422751
Saved in:
8
Capital flows to emerging markets : liberalization, overshooting and volatility
Bacchetta, Philippe
;
Van Wincoop, Eric
-
1998
Persistent link: https://www.econbiz.de/10013422538
Saved in:
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