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Results: 1-25 |
Results: 25
GARCH FOR IRREGULARLY SPACED FINANCIAL DATA - THE ACD-GARCH MODEL
Authors: GHYSELS E JASIAK J
Citation: E. Ghysels et J. Jasiak, GARCH FOR IRREGULARLY SPACED FINANCIAL DATA - THE ACD-GARCH MODEL, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2(4), 1998, pp. 133-149
BAYESIAN-INFERENCE FOR PERIODIC REGIME-SWITCHING MODELS
Authors: GHYSELS E MCCULLOCH RE TSAY RS
Citation: E. Ghysels et al., BAYESIAN-INFERENCE FOR PERIODIC REGIME-SWITCHING MODELS, Journal of applied econometrics, 13(2), 1998, pp. 129-143
NEW CAPABILITIES AND METHODS OF THE X-12-ARIMA SEASONAL-ADJUSTMENT PROGRAM - COMMENT
Authors: GHYSELS E
Citation: E. Ghysels, NEW CAPABILITIES AND METHODS OF THE X-12-ARIMA SEASONAL-ADJUSTMENT PROGRAM - COMMENT, Journal of business & economic statistics, 16(2), 1998, pp. 165-167
PREDICTIVE TESTS FOR STRUCTURAL-CHANGE WITH UNKNOWN BREAKPOINT
Authors: GHYSELS E GUAY A HALL A
Citation: E. Ghysels et al., PREDICTIVE TESTS FOR STRUCTURAL-CHANGE WITH UNKNOWN BREAKPOINT, Journal of econometrics, 82(2), 1998, pp. 209-233
STRUCTURAL-CHANGE AND ASSET PRICING IN EMERGING MARKETS
Authors: GARCIA R GHYSELS E
Citation: R. Garcia et E. Ghysels, STRUCTURAL-CHANGE AND ASSET PRICING IN EMERGING MARKETS, Journal of international money and finance, 17(3), 1998, pp. 455-473
ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK - DO TIME-VARYING BETAS HELP OR HURT
Authors: GHYSELS E
Citation: E. Ghysels, ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK - DO TIME-VARYING BETAS HELP OR HURT, The Journal of finance, 53(2), 1998, pp. 549-573
SEASONAL ADJUSTMENT AND OTHER DATA TRANSFORMATIONS
Authors: GHYSELS E
Citation: E. Ghysels, SEASONAL ADJUSTMENT AND OTHER DATA TRANSFORMATIONS, Journal of business & economic statistics, 15(4), 1997, pp. 410-418
ON SEASONALITY AND BUSINESS-CYCLE DURATIONS - A NONPARAMETRIC INVESTIGATION
Authors: GHYSELS E
Citation: E. Ghysels, ON SEASONALITY AND BUSINESS-CYCLE DURATIONS - A NONPARAMETRIC INVESTIGATION, Journal of econometrics, 79(2), 1997, pp. 269-290
AN EMPIRICAL-ANALYSIS OF THE CANADIAN BUDGET PROCESS
Authors: CAMPBELL B GHYSELS E
Citation: B. Campbell et E. Ghysels, AN EMPIRICAL-ANALYSIS OF THE CANADIAN BUDGET PROCESS, Canadian journal of economics, 30(3), 1997, pp. 553-576
ON PERIODIC STRUCTURES AND TESTING FOR SEASONAL UNIT ROOTS
Authors: GHYSELS E HALL A LEE HS
Citation: E. Ghysels et al., ON PERIODIC STRUCTURES AND TESTING FOR SEASONAL UNIT ROOTS, Journal of the American Statistical Association, 91(436), 1996, pp. 1551-1559
IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS
Authors: GHYSELS E GRANGER CWJ SIKLOS PL
Citation: E. Ghysels et al., IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS, Journal of business & economic statistics, 14(3), 1996, pp. 374-386
IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS -REPLY
Authors: GHYSELS E GRANGER CWJ SIKLOS PL
Citation: E. Ghysels et al., IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS -REPLY, Journal of business & economic statistics, 14(3), 1996, pp. 396-397
PERIODIC AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY
Authors: BOLLERSLEV T GHYSELS E
Citation: T. Bollerslev et E. Ghysels, PERIODIC AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY, Journal of business & economic statistics, 14(2), 1996, pp. 139-151
RECENT DEVELOPMENTS IN THE ECONOMETRICS OF STRUCTURAL-CHANGE
Authors: DUFOUR JM GHYSELS E
Citation: Jm. Dufour et E. Ghysels, RECENT DEVELOPMENTS IN THE ECONOMETRICS OF STRUCTURAL-CHANGE, Journal of econometrics, 70(1), 1996, pp. 1-8
THE EFFECT OF LINEAR FILTERS ON DYNAMIC TIME-SERIES WITH STRUCTURAL-CHANGE
Authors: GHYSELS E PERRON P
Citation: E. Ghysels et P. Perron, THE EFFECT OF LINEAR FILTERS ON DYNAMIC TIME-SERIES WITH STRUCTURAL-CHANGE, Journal of econometrics, 70(1), 1996, pp. 69-97
DYNAMIC REGRESSION AND FILTERED DATA SERIES - A LAPLACE APPROXIMATIONTO THE EFFECTS OF FILTERING IN SMALL SAMPLES
Authors: GHYSELS E LIEBERMAN O
Citation: E. Ghysels et O. Lieberman, DYNAMIC REGRESSION AND FILTERED DATA SERIES - A LAPLACE APPROXIMATIONTO THE EFFECTS OF FILTERING IN SMALL SAMPLES, Econometric theory, 12(3), 1996, pp. 432-457
MARKET TIME AND ASSET PRICE MOVEMENTS THEORY AND ESTIMATION
Authors: GHYSELS E
Citation: E. Ghysels, MARKET TIME AND ASSET PRICE MOVEMENTS THEORY AND ESTIMATION, The Journal of finance, 51(3), 1996, pp. 1042-1042
ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK
Authors: GHYSELS E
Citation: E. Ghysels, ON STABLE FACTOR STRUCTURES IN THE PRICING OF RISK, The Journal of finance, 51(3), 1996, pp. 1042-1043
FEDERAL-BUDGET PROJECTIONS - A NONPARAMETRIC ASSESSMENT OF BIAS AND EFFICIENCY
Authors: CAMPBELL B GHYSELS E
Citation: B. Campbell et E. Ghysels, FEDERAL-BUDGET PROJECTIONS - A NONPARAMETRIC ASSESSMENT OF BIAS AND EFFICIENCY, Review of economics and statistics, 77(1), 1995, pp. 17-31
BAYESIAN-ANALYSIS OF STOCHASTIC VOLATILITY MODELS - COMMENT
Authors: GHYSELS E JASIAK J
Citation: E. Ghysels et J. Jasiak, BAYESIAN-ANALYSIS OF STOCHASTIC VOLATILITY MODELS - COMMENT, Journal of business & economic statistics, 12(4), 1994, pp. 399-401
ON THE PERIODIC STRUCTURE OF THE BUSINESS-CYCLE
Authors: GHYSELS E
Citation: E. Ghysels, ON THE PERIODIC STRUCTURE OF THE BUSINESS-CYCLE, Journal of business & economic statistics, 12(3), 1994, pp. 289-298
TESTING FOR UNIT ROOTS IN SEASONAL TIME-SERIES - SOME THEORETICAL EXTENSIONS AND A MONTE-CARLO INVESTIGATION
Authors: GHYSELS E LEE HS NOH J
Citation: E. Ghysels et al., TESTING FOR UNIT ROOTS IN SEASONAL TIME-SERIES - SOME THEORETICAL EXTENSIONS AND A MONTE-CARLO INVESTIGATION, Journal of econometrics, 62(2), 1994, pp. 415-442
CHANGES IN SEASONAL PATTERNS - ARE THEY CYCLICAL
Authors: CANOVA F GHYSELS E
Citation: F. Canova et E. Ghysels, CHANGES IN SEASONAL PATTERNS - ARE THEY CYCLICAL, Journal of economic dynamics & control, 18(6), 1994, pp. 1143-1171
GENERALIZED PREDICTIVE TESTS AND STRUCTURAL-CHANGE ANALYSIS IN ECONOMETRICS
Authors: DUFOUR JM GHYSELS E HALL A
Citation: Jm. Dufour et al., GENERALIZED PREDICTIVE TESTS AND STRUCTURAL-CHANGE ANALYSIS IN ECONOMETRICS, International economic review, 35(1), 1994, pp. 199-229
ON SCORING ASYMMETRIC PERIODIC PROBABILITY-MODELS OF TURNING-POINT FORECASTS
Authors: GHYSELS E
Citation: E. Ghysels, ON SCORING ASYMMETRIC PERIODIC PROBABILITY-MODELS OF TURNING-POINT FORECASTS, Journal of forecasting, 12(3-4), 1993, pp. 227-238
Risultati: 1-25 |