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~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
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economic models
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Ghysels, E.
28
GHYSELS, E.
7
Hall, A.
5
Lee, H.S.
3
Campbell, B.
2
Gourieroux, C.
2
HALL, A.
2
Jasiak, J.
2
Siklos, P.L.
2
ALLARD, Marie
1
BRONSARD, Camille
1
Bollerslev, T.
1
Bossaerts, P.
1
Canova, F.
1
DAVID, J-F.
1
Dufour, J.M.
1
GOURIÉROUX, Christian
1
Garcia, R.
1
Granger, C.W.J.
1
Guay, A.
1
Harvey, A.
1
KARANGWA, E.
1
Khalaf, L.
1
Kichian, M.
1
Lieberman, O.
1
Ng, S.
1
Noh, J.
1
PERRON, P.
1
Perron, P.
1
Renault, E.
1
Sarlan, H.
1
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
50
Département de Sciences Économiques, Université de Montréal
42
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
33
Université Paris-Dauphine (Paris IX)
11
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
9
C.E.P.R. Discussion Papers
8
University of Cyprus Department of Economics
7
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5
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5
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
Banque de France
4
Econometric Society
4
Federal Reserve Bank of New York
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Bank of Canada
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Economics, York University
2
Economics Department, University of Missouri
2
European Central Bank
2
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Department of Economics, Boston College
1
Department of Economics, School of Business and Economics
1
Duke University, Department of Economics
1
East Asian Bureau of Economic Research (EABER)
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Research Program, Department of Economics
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Minneapolis
1
Federal Reserve Bank of St. Louis
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
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RePEc
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1
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:
2
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects.
Ghysels, E.
;
Jasiak, J.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005729630
Saved in:
3
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:
4
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P.
;
Ghysels, E.
;
Gourieroux, C.
-
Centre Interuniversitaire de Recherche en Économie …
-
1996
The paper investigates the pricing of derivative securities with calendar-time maturities.
Persistent link: https://www.econbiz.de/10005133099
Saved in:
5
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:
6
Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment.
Campbell, B.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005133103
Saved in:
7
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.
;
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545555
Saved in:
8
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data.
Ghysels, E.
;
Lee, H.S.
;
Siklos, P.L.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545573
Saved in:
9
ON THE ECONOMIC AND ECONOMETRICS OF SEASONALITY.
GHYSELS, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005545577
Saved in:
10
NOMINAL VERSUS REAL SEASONAL ADJUSTMENT
GHYSELS, E.
;
KARANGWA, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1989
Persistent link: https://www.econbiz.de/10005545600
Saved in:
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