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Results:
1-10
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Results: 10
Authors:
Bac, C
Chevet, JM
Ghysels, E
Citation: C. Bac et al., Time-series model with periodic stochastic regime switching - Part II: Applications to 16th-and 17th-century grain prices, MACROECON D, 5(1), 2001, pp. 32-55
Authors:
Ghysels, E
Citation: E. Ghysels, Time-series model with periodic stochastic regime switching - Part I: Theory, MACROECON D, 4(4), 2000, pp. 467-486
Authors:
Ghysels, E
Citation: E. Ghysels, Some econometric recipes for high-frequency data cooking, J BUS ECON, 18(2), 2000, pp. 154-163
Authors:
Garcia, R
Ghysels, E
Renault, E
Citation: R. Garcia et al., Econometric methods for derivative securities and risk management, J ECONOMET, 94(1-2), 2000, pp. 1-7
Authors:
Broadie, M
Detemple, J
Ghysels, E
Torres, O
Citation: M. Broadie et al., American options with stochastic dividends and volatility: A nonparametricinvestigation, J ECONOMET, 94(1-2), 2000, pp. 53-92
Authors:
Chernov, M
Ghysels, E
Citation: M. Chernov et E. Ghysels, A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation, J FINAN EC, 56(3), 2000, pp. 407-458
Authors:
Broadie, M
Detemple, J
Ghysels, E
Torres, O
Citation: M. Broadie et al., Nonparametric estimation of American options' exercise boundaries and callprices, J ECON DYN, 24(11-12), 2000, pp. 1829-1857
Authors:
Cao, C
Ghysels, E
Hatheway, F
Citation: C. Cao et al., Price discovery without trading: Evidence from the Nasdaq preopening, J FINANCE, 55(3), 2000, pp. 1339-1365
Authors:
Ghysels, E
Guay, A
Hall, A
Citation: E. Ghysels et al., Predictive tests for structural change with unknown breakpoint (vol 82, pg209, 1997), J ECONOMET, 90(2), 1999, pp. 337-343
Authors:
Ghysels, E
Ng, S
Citation: E. Ghysels et S. Ng, A semiparametric factor model of interest rates and tests of the affine term structure, REV ECON ST, 80(4), 1998, pp. 535-548
Risultati:
1-10
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