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publications

(33)

• The econometric analysis of seasonal time series
  {Eric} Ghysels and {Denise R.} Osborn (2001)
  to Saisonale_Komponente Zeitreihenanalyse Ökonometrie by fbw on 2008-05-29 13:01:59
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• Seasonality in surveys : A comparison of Belgian, French and German business tests
  Eric Ghysels and Marc Nerlove European Economic Review 32 81--99 (1988)
  to imported by smicha on 2008-04-28 13:05:01
  | URL | BibTeX  
• The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea
  Eric Ghysels and Junghoon Seon Journal of International Money and Finance 24 607--630 (2005)
  to Financial crisis by smicha on 2008-04-23 22:05:04
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• Kernel autocorrelogram for time-deformed processes
  Eric Ghysels and Christian Gouri{\'e}roux and Joanna Jasiak Journal of Statistical Planning and Inference 68 167--191 (1998)
  to imported by smicha on 2008-04-23 22:05:04
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• Emerging markets and trading costs: lessons from Casablanca
  Eric Ghysels and Mouna Cherkaoui Journal of Empirical Finance 10 169--198 (2003)
  to Market by smicha on 2008-04-23 22:05:04
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• Structural change and asset pricing in emerging markets
  Ren{\'e} Garcia and Eric Ghysels Journal of International Money and Finance 17 455--473 (1998)
  to Conditional factor models by smicha on 2008-04-23 22:05:04
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• Let's get "real" about using economic data
  Peter Christoffersen and Eric Ghysels and Norman R. Swanson Journal of Empirical Finance 9 343--360 (2002)
  to Market efficiency by smicha on 2008-04-23 22:05:04
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• MIDAS Regressions: Further Results and New Directions
  Eric Ghysels and Arthur Sinko and Rossen Valkanov Econometric Reviews 26 53--90 (2007)
  to imported by smicha on 2008-04-23 12:36:09
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• A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  Mikhail Chernov and Eric Ghysels Journal of Financial Economics 56 407--458 (2000)
  to Derivative securities by smicha on 2008-04-22 15:17:45
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• Changes in seasonal patterns : Are they cyclical?
  Fabio Canova and Eric Ghysels Journal of Economic Dynamics and Control 18 1143--1171 (1994)
  to Seasonality by smicha on 2008-04-22 15:17:45
  | URL | BibTeX