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isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~subject:"Estimation theory"
~subject:"Option pricing theory"
~subject:"Statistische Verteilung"
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Estimation theory
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Ghysels, Eric
Todorov, Viktor
13
Tauchen, George Eugene
9
Andersen, Torben
7
Bollerslev, Tim
6
Li, Jia
6
Xiu, Dacheng
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Aït-Sahalia, Yacine
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Kim, Donggyu
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Francq, Christian
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Gallant, A. Ronald
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Mykland, Per A.
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Bandi, Federico M.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CORE discussion paper : DP
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Discussion paper / Centre for Economic Policy Research
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Econometric analysis of financial and economic time series ; part a
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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2
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
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