Ghysels, Eric, 1956-
Ghysels, Eric
Eric Ghysels Belgian economist
VIAF ID: 24715548 ( Personal )
Permalink: http://viaf.org/viaf/24715548
Preferred Forms
- 100 0 _ ‡a Eric Ghysels ‡c Belgian economist
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- 200 _ | ‡a Ghysels ‡b Eric ‡f 1956-....
- 100 1 _ ‡a Ghysels, Eric
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- 100 1 _ ‡a Ghysels, Eric
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- 100 1 _ ‡a Ghysels, Eric
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- 100 1 _ ‡a Ghysels, Eric ‡d 1956-
- 100 1 _ ‡a Ghysels, Eric ‡d 1956-
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- 100 1 _ ‡a Ghysels, Eric, ‡d 1956-
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4xx's: Alternate Name Forms (13)
5xx's: Related Names (3)
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Centre interuniversitaire de recherche en analyse des organisations ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of North Carolina at Chapel Hill ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Applied economic forecasting using time series methods | |
Approximating the probability distribution of functions of random variables : a new approach | |
Arbitrage-based pricing when volatility is stochastic | |
Are business cycle turning points uniformly distributed throughout the year? | |
The Asian financial crisis : the role of derivative securities trading and foreign investors | |
Asset prices in an economy with latent technological shocks : econometric implications of a discrete time general equilibrium model | |
The Business cycle, the seasonal cycle or just any cycle | |
Changes in seasonal patterns: are they cyclical? | |
Christmas, Spring and the dawning of economic recovery | |
Cycles and seasonals in inventories : another look at non-stationarity and induced seasonality | |
Derivatives do affect mutual funds returns : how and when? | |
Detecting multiple breaks in financial market volatility dynamics | |
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples | |
The econometric analysis of seasonal time series | |
The economics of seasonality, 1984 | |
The effect of linear filters on dynamic time series with structural change | |
The Effect of seasonal adjustment filters on tests for a unit root | |
Emerging markets and trading costs | |
An empirical analysis of the Canadian budget process | |
Essays in econometrics collected papers of Clive W.J. Granger | |
Frontiers of financial econometrics and financial engineering | |
GARCH for irregularly spaced financial data : the ACD-GARCH model | |
The impact of sampling frequency and volatility estimators on change-point tests | |
Is seasonal adjustment a linear or nonlinear data filtering process? | |
Is the outcome of the federal budget process unbiased and efficient? : a nonparametric assessment | |
Kalman filter seasonal extraction applied to monetary targeting | |
Kernel autocorrelogram for time deformed processes | |
Let's get "real" about using economic data | |
Market beta dynamics and portfolio efficiency | |
Market time and asset price movements : theory and estimation | |
The MIDAS touch : mixed data sampling regression models | |
Modélisation stochastique des marchés financiers et optimisation de portefeuille | |
Monetary policy rules with model and data uncertainty | |
Monitoring for disruptions in financial markets | |
Nominal versus real seasonal adjustment | |
Nonparametric methods and option pricing | |
On generalized method of moments, maximum likelihood and asymptotic efficiency | |
On periodic structures and testing for seasonal unit roots | |
On portfolio choice, liquidity, and short selling : a nonparametric investigation | |
On scoring asymmetric periodic probability models of turning-point forecasts | |
On stable factor structures in the pricing of risk | |
On the analysis of business cycles through the spectrum of chronologies | |
On the dynamic specification of international asset pricing models | |
On the (mis)specification of seasonality and its consequences : an empirical investigation with U.S. data | |
Periodic autoregressive conditional heteroskedasticity | |
The Political economy of the budget and efficient information processing | |
Predicting volatility : getting the most out of return data sampled at different frequencies | |
Predictive tests for structural change with unknown breakpoint | |
Recent developments in the econometrics of structural change | |
Regime switches in the risk-return trade-off | |
Rencontre autour du livre "Statuaire babembé" : Conférence enregistrée au Salon de lecture Jacques Kerchache le 7 mai 2010 | |
Rolling-sample volatility estimators : some new theoretical, simulation and empirical results | |
Seasonal adjustment and other data transformations | |
Seasonal time series and autocorrelation function estimation | |
Seasonality in surveys evidence from the Belgian business tests | |
A semi-parametric factor model for interest rates | |
Simulation based inference in moving average models | |
Some additional specification tests for generalized method of moments estimators with macro-economic applications | |
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration | |
Stochastic volatility and time deformation : an application of trading volume and leverage effects | |
A Test for structural stability of Euler conditions parameters estimated via the generalized methods of moments estimator | |
Testing for granger causality with mixed frequency data | |
Testing for structural change in the presence of auxiliary models | |
Testing non-nested Euler conditions with quadrature-based methods of approximation | |
Tests for breaks in the conditional co-movements of asset returns | |
There is a risk-return tradeoff after all | |
A time series model with periodic stochastic regime switching | |
What data should be used to price options? | |
Why is the bid price greater than the ask? : price discovery during the Nasdaq pre-opening | |
Y a-t-il des biais systématiques dans les annonces budgétaires canadiennes? |