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34
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23
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RePEc
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11
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT.
GHYSELS, E.
;
PERRON, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005353082
Saved in:
12
On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.
;
Garcia, R.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353088
Saved in:
13
The Periodic Time Series and Testing the Unit Root Hypothesis.
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005353105
Saved in:
14
Y A-T-IL DES BIAIS SYSTEMATIQUES DANS LES ANNONCES BUDGETAIRES CANADIENNES?
DAVID, J-F.
;
GHYSELS, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1989
Persistent link: https://www.econbiz.de/10005353106
Saved in:
15
On Stable Factor Structurs in the Pricing of Risk.
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005133055
Saved in:
16
Arbitrage-Based Pricing when Volatility is Stochastic.
Bossaerts, P.
;
Ghysels, E.
;
Gourieroux, C.
-
Centre Interuniversitaire de Recherche en Économie …
-
1996
The paper investigates the pricing of derivative securities with calendar-time maturities.
Persistent link: https://www.econbiz.de/10005133099
Saved in:
17
Predictive Tests for Structural Change with Unknown Breakpoint.
Ghysels, E.
;
Guay, A.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005133100
Saved in:
18
Is the Outcome of the Federal Budget Process Unbaised and Efficient? A NonParametric Assessment.
Campbell, B.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005133103
Saved in:
19
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M.
;
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545555
Saved in:
20
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data.
Ghysels, E.
;
Lee, H.S.
;
Siklos, P.L.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005545573
Saved in:
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