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Ghysels, Eric
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398
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378
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217
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210
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ECONIS (ZBW)
53
RePEc
26
EconStor
7
Showing
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1
Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998
Cao, Charles Q.
;
Ghysels, Eric
;
Hatheway, Frank
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 629-658
Persistent link: https://www.econbiz.de/10009009214
Saved in:
2
The Asian financial crisis : the role of
derivative
securities trading and foreign investors in Korea
Ghysels, Eric
;
Seon, Junghoon
- In:
Journal of international money and finance
24
(
2005
)
4
,
pp. 607-630
Persistent link: https://www.econbiz.de/10002921318
Saved in:
3
Econometric methods for
derivative
securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
4
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
5
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
6
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
7
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
8
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
9
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
10
Nonparametric methods and option pricing
Ghysels, Eric
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000976278
Saved in:
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