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type_genre:"Elektronischer Datenträger als Beilage"
type_genre:"Glossary included"
~isPartOf:"L' Actualité économique : revue trimest."
~isPartOf:"Lund economic studies"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Ghysels, Eric"
~source:"econis"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Finanzmarkt"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Übersichtsarbeit"
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Elektronischer Datenträger als Beilage
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Ghysels, Eric
Gouriéroux, Christian
32
Robert, Christian P.
22
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14
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13
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8
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L' Actualité économique : revue trimest.
Lund economic studies
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Annales d'économie et de statistique
2
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2
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2
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2
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2
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2
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2
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2
Duration transition and count data models
1
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1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Southern economic journal
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
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ECONIS (ZBW)
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1
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
2
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
L' intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
Saved in:
5
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
6
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
7
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
8
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
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