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Ghysels, Eric
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22
Valkanov, Rossen
22
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Journal of econometrics
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22
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151
Price discovery without trading : evidence from the Nasdaq preopening
Cao, Charles Q.
;
Ghysels, Eric
;
Hatheway, Frank
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1339-1365
Persistent link: https://www.econbiz.de/10001497604
Saved in:
152
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:
153
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
154
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
Saved in:
155
Federal budget projections : a nonparametric assessment of bias and efficiency
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001180426
Saved in:
156
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
157
Bayesian inference for periodic regime-switching models
Ghysels, Eric
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
Saved in:
158
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
159
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
160
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
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