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Stochastic volatility
Ghysels, Eric - 1996
Persistent link: https://www.econbiz.de/10001320263
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Forecasting real estate prices
Ghysels, Eric; Plazzi, Alberto; Valkanov, Rossen I.; … - 2013
Persistent link: https://www.econbiz.de/10011507020
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On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric; Miller, J. Isaac - In: Essays in honor of Peter C. B. Phillips, (pp. 93-122). 2014
Persistent link: https://www.econbiz.de/10010442875
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Structural breaks in financial time series
Andreou, Elena; Ghysels, Eric - In: Handbook of financial time series, (pp. 839-870). 2009
Persistent link: https://www.econbiz.de/10003834237
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Mixed-frequency vector autoregressive models
Foroni, Claudia; Ghysels, Eric; Marcellino, Massimiliano - In: VAR models in macroeconomics - new developments and …, (pp. 247-271). 2013
Persistent link: https://www.econbiz.de/10010252328
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Forecasting seasonal time series
Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M. M. - 2006
Persistent link: https://www.econbiz.de/10003338442
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Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena; Ghysels, Eric - 2006
Persistent link: https://www.econbiz.de/10003331375