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Search: person:"GHYSELS, E."
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Theorie
93
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47
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46
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46
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42
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English
205
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93
French
2
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Ghysels, Eric
206
Ghysels, E.
85
Andreou, Elena
15
Hall, A.
13
Renault, Eric
11
Gouriéroux, Christian
10
Hall, Alastair R.
9
Jasiak, Joann
9
GHYSELS, E.
8
Lee, H.S.
8
Valkanov, Rossen I.
8
Babii, Andrii
7
Garcia, René
7
Gourieroux, C.
7
Granger, C. W. J.
7
Idier, Julien
7
Gagliardini, Patrick
6
Jasiak, J.
6
Siklos, P.L.
6
Chabot, Benjamin
5
Guay, Alain
5
Jagannathan, Ravi
5
Marcellino, Massimiliano
5
Plazzi, Alberto
5
Renault, E.
5
Rubin, Mirco
5
Andrade, Philippe
4
Ball, Ryan T.
4
Campbell, B.
4
Engle, Robert F.
4
Garcia, R.
4
Lee, Hahn-shik
4
Miller, J. Isaac
4
Santa-Clara, Pedro
4
Striaukas, Jonas
4
Swanson, Norman R.
4
Wang, Fangfang
4
Alessi, Lucia
3
Bossaerts, P.
3
Brownlees, Christian
3
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Département de Sciences Économiques, Université de Montréal
41
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
36
Banque de France
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, School of Business and Economics
1
Econometrics Research Program, Department of Economics
1
European University Institute / Department of Economics
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
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1
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Cahiers de recherche
77
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Discussion paper / Centre for Economic Policy Research
12
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
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8
Econometric theory
7
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6
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of financial econometrics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Staff reports / Federal Reserve Bank of New York
4
The journal of finance : the journal of the American Finance Association
4
Econometric Society monographs
3
International journal of forecasting
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Documents de travail / Banque de France
2
Econometric reviews
2
International economic review
2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
Staff working paper / Bank of Canada
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Working paper series / European Central Bank
2
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2
Working papers / Federal Reserve Bank of Chicago
2
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1
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1
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ECONIS (ZBW)
207
RePEc
89
OLC EcoSci
3
Other ZBW resources
1
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211
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
212
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
213
Stochastic Volatility.
Ghysels, E.
;
Harvey, A.
;
Renault, E.
-
Groupe de Recherche en Économie Mathématique et …
-
1995
Persistent link: https://www.econbiz.de/10005780427
Saved in:
214
Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E.
;
Gourieroux, C.
;
Jasiak, J.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353050
Saved in:
215
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
Ghysels, E.
;
Granger, C.W.J.
;
Siklos, P.L.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353052
Saved in:
216
On Periodic Structures and Testing for Seasonal Unit Roots.
Ghysels, E.
;
Hall, A.
;
Lee, H.S.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353072
Saved in:
217
On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.
;
Garcia, R.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353088
Saved in:
218
On Stable Factor Structurs in the Pricing of Risk.
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005133055
Saved in:
219
Predictive Tests for Structural Change with Unknown Breakpoint.
Ghysels, E.
;
Guay, A.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005133100
Saved in:
220
An Empirical Analysis of the Canadian Budget Process.
Campbell, B.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005729520
Saved in:
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