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~person:"Ghysels, Eric"
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Ghysels, Eric
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ECONIS (ZBW)
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1
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
2
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
3
Are business cycle turning points uniformly distributed throughout the year?
Ghysels, Eric
-
1991
Persistent link: https://www.econbiz.de/10000902432
Saved in:
4
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:
5
Christmas, spring and the dawning of economic recovery
Ghysels, Eric
-
1992
Persistent link: https://www.econbiz.de/10000852945
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
7
Nonparametric methods and option pricing
Ghysels, Eric
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000976278
Saved in:
8
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
-
1998
Persistent link: https://www.econbiz.de/10000995783
Saved in:
9
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
10
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
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