Narrow search
Showing 31 - 40 of 649
Cover Image
Seasonal extraction in the presence of feedback
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Cover Image
Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
Cover Image
Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
Cover Image
Tydreeksanalyse en fouten in BNP-cyfers : en theoretische korrektie en herinterpretatie
Ghysels, Eric - In: Cahiers économiques de Bruxelles 96 (1982) 4, pp. 489-495
Persistent link: https://www.econbiz.de/10002417810
Cover Image
On stable factor structures in the pricing of risk
Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001512514
Cover Image
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric - In: Macroeconomic dynamics 4 (2000) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Cover Image
Some econometric recipes for high-frequency data cooking
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Cover Image
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. 549-573
Persistent link: https://www.econbiz.de/10001238269
Cover Image
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/10001164056
Cover Image
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001086822