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Comment on: price discovery in...
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Ghysels, Eric
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Santa-Clara, Pedro
23
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Journal of econometrics
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Journal of Econometrics
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Journal of Business & Economic Statistics
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Econometric theory
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Journal of Finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial econometrics
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The review of economics and statistics
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University of Cyprus Working Papers in Economics
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Journal of Financial Econometrics
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Journal of Financial Economics
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Review of Financial Studies
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Rejoinder on: price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
Saved in:
2
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
3
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
4
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
5
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
Saved in:
6
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
7
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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