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Search: person:"Ghysels, E."
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Theory
Theorie
93
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47
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47
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46
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42
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42
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91
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Ghysels, Eric
93
Jasiak, Joann
9
Gouriéroux, Christian
8
Hall, Alastair R.
7
Andreou, Elena
6
Granger, C. W. J.
6
Garcia, René
5
Guay, Alain
5
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5
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4
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9
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8
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6
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1
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1
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1
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1
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1
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ECONIS (ZBW)
93
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71
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
72
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
73
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
74
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
75
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
76
An empirical analysis of the Canadian budget process
Campbell, Bryan
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512524
Saved in:
77
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
Saved in:
78
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
79
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
80
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
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