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Ghysels, Eric
79
Andreou, Elena
7
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6
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6
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4
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4
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Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of empirical finance
6
The review of economics and statistics
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc
4
Econometric theory
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Econometric reviews
2
Journal of economic dynamics & control
2
L' Actualité économique : revue trimest.
2
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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OLC EcoSci
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350
EconStor
15
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6
BASE
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L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10009898939
Saved in:
2
A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric
;
Ng, Serena
- In:
The review of economics and statistics
19980
,
pp. 535-548
Persistent link: https://www.econbiz.de/10007374411
Saved in:
3
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 77-124
Persistent link: https://www.econbiz.de/10007279943
Saved in:
4
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10007279948
Saved in:
5
A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric
;
Ng, Serena
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 535-548
Persistent link: https://www.econbiz.de/10007347371
Saved in:
6
On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-574
Persistent link: https://www.econbiz.de/10007359228
Saved in:
7
An empirical analysis of the Canadian budget process
Campbell, Bryan
;
Ghysels, Eric
- In:
The Canadian journal of economics
30
(
1997
)
3
,
pp. 553-576
Persistent link: https://www.econbiz.de/10007367484
Saved in:
8
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING
Bac, Catherine
;
Chevet, Jean-Michei
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10006039480
Saved in:
9
Generalized Predictive Tests and Structural Change Analysis in Econometrics
Dufour, Jean-Marie
;
Ghysels, Eric
;
Hall, Alastair
- In:
International economic review
35
(
1994
)
1
,
pp. 199-230
Persistent link: https://www.econbiz.de/10006073258
Saved in:
10
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/10006876727
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