//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic Regression and Filtere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Börsenkurs
1
Devisenmarkt
1
Econometrics
1
Economy of time
1
Estimation
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
France
1
Frankreich
1
Handelsvolumen der Börse
1
Incomplete market
1
Schätzung
1
Share price
1
Simulation
1
Statistical theory
1
Statistische Methodenlehre
1
Trading volume
1
Unvollkommener Markt
1
Zeitökonomie
1
Ökonometrie
1
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Amtsdruckschrift
8
Arbeitspapier
8
Government document
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Ghysels, Eric
6
Gouriéroux, Christian
5
Jasiak, Joann
4
Lieberman, Offer
2
Bossaerts, Peter L.
1
Comte, Fabienne
1
Guay, Alain
1
more ...
less ...
Published in...
All
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Cahiers de recherche
664
Journal of econometrics
37
Econometric theory
19
Cowles Foundation discussion paper
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
Econometric reviews
7
Journal of financial econometrics
5
Journal of international money and finance
5
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Department of Economics, University of Canterbury
4
Discussion papers / CEPR
4
Journal of applied econometrics
4
Journal of empirical finance
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
The review of economics and statistics
4
Econometric Society monographs
3
International journal of forecasting
3
Journal of risk and financial management : JRFM
3
Working papers / Foerder Institute for Economic Research
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Documents de travail / Banque de France
2
Economics letters
2
International economic review
2
Journal of banking & finance
2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
Monash Econometrics and Business Statistics Working Papers
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Staff working paper / Bank of Canada
2
The econometrics journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of nonnormality
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000910559
Saved in:
2
On variance noncausality and cointegration
Comte, Fabienne
;
Lieberman, Offer
-
1995
Persistent link: https://www.econbiz.de/10000926250
Saved in:
3
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:
4
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
5
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
6
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
7
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->