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Stochastic volatility

Ghysels, Eric - 1996

Persistent link: https://www.econbiz.de/10001320263

The econometrics of option pricing

Garcia, René; Ghysels, Eric; Renault, Eric - 2010

Persistent link: https://www.econbiz.de/10003900680

Special issue on "Multivariate volatility models"

Garcia, René (contributor); Ghysels, Eric (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003907531

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

On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk

Chabi-Yo, Fousseni (contributor); Ghysels, Eric (contributor) - 2008

The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called...

Persistent link: https://www.econbiz.de/10003711697