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Applied economic forecasting using time series methods
Eric Ghysels, University of North Carolin...
Bok Engelsk 2018
Predicting volatility : getting the most out of return data sampled at different frequencies
Eric Ghysels, Pedro Santa-Clara, Rossen V...
Bok Engelsk 2004
There is a risk-return tradeoff after all
Eric Ghysels, Pedro Santa-Clara, Rossen V...
Bok Engelsk 2004
The econometric analysis of seasonal time series
Eric Ghysels, Denise R. Osborn
Bok Engelsk 2001
Arbitrage-based pricing when volatility is stochastic
P. Bossaerts, E. Ghysels, C. Gourieroux
Bok Engelsk 1996
Kernel autocorrelogram for time deformed processes
E.Ghysels, G. Gourieroux, J.Jasiak
Bok Engelsk 1996
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
E. Ghysels, C. Gourieroux, J. Jasiak
Bok Engelsk 1996