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Eric Ghysels

20 cilt bulundu.

Cilt sonuçları

Forecasting Professional Forecasters

Eric Ghysels · Yayınevi bilinmiyor

66 sayfa · 2006

Economic forecasting

Predicting Volatility

Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov · Yayınevi bilinmiyor

64 sayfa · 2004

Business enterprises

The Econometric Analysis of Seasonal Time Series

Eric Ghysels, Denise R. Osborn · Cambridge University Press

258 sayfa · 2001-06-18

Business & Economics

Applied Economic Forecasting using Time Series Methods

Eric Ghysels, · Oxford University Press

There is a Risk-return Tradeoff After All

Eric Ghysels, Pedro Santa-Clara, Rossen Valkanov · Yayınevi bilinmiyor

72 sayfa · 2004

Capitalism

CiltSpecial Issue on "Multivariate Volatility Models"René Garcia, Eric Ghysels, Eric Renault, Paulo Rodrigues

Special Issue on "Multivariate Volatility Models"

René Garcia, Eric Ghysels, Eric Renault, Paulo Rodrigues · Yayınevi bilinmiyor

165 sayfa · 2009

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CiltA semi-parametric factor model for interest ratesEric Ghysels, Serena Ng, Université de Montréal. Centre de recherche et développement en économique

A semi-parametric factor model for interest rates

Eric Ghysels, Serena Ng, Université de Montréal. Centre de recherche et développement en économique · Yayınevi bilinmiyor

27 sayfa · 1996

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CiltMonetary Policy Rules with Model and Data UncertaintyGhysels, Eric, CIRANO., Norman R. (Norman Rasmus) Swanson, Callan, Myles

Monetary Policy Rules with Model and Data Uncertainty

Ghysels, Eric, CIRANO., Norman R. (Norman Rasmus) Swanson, Callan, Myles · Montréal : CIRANO

44 sayfa · 1998

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Business cyclesChristmas, Spring and the Dawning of Economic RecoveryGhysels, Eric, Université de Montréal. Centre de recherche et développement en économique

Christmas, Spring and the Dawning of Economic Recovery

Ghysels, Eric, Université de Montréal. Centre de recherche et développement en économique · Montréal : Université de Montréal, Dép. de sciences économiques

24 sayfa · 1992

Business cycles

EconometricsThe Effect of Seasonal Adjustment Filters on Tests for a Unit RootEric Ghysels, Pierre Perron

The Effect of Seasonal Adjustment Filters on Tests for a Unit Root

Eric Ghysels, Pierre Perron · Montréal : Université de Montréal, Dép. de sciences économiques

46 sayfa · 1990

Econometrics

CiltGeneralized Predictive Tests and Structural Change Analysis in EconometricsJ. M. Dufour, Ghysels, Eric, Hall, Alastair, Université de Montréal. Centre de recherche et développement en économique

Generalized Predictive Tests and Structural Change Analysis in Econometrics

J. M. Dufour, Ghysels, Eric, Hall, Alastair, Université de Montréal. Centre de recherche et développement en économique · Montréal : Université de Montréal, dép. de sciences économiques

44 sayfa · 1992

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Business enterprisesThe MIDAS TouchEric Ghysels

The MIDAS Touch

Eric Ghysels · Yayınevi bilinmiyor

Sayfa sayısı yok · 2004

Business enterprises

CiltThe Financial Content of Inflation Risks in the Euro AreaPhilippe Andrade, Valère Fourel, Eric Ghysels, Julien Idier

The Financial Content of Inflation Risks in the Euro Area

Philippe Andrade, Valère Fourel, Eric Ghysels, Julien Idier · Yayınevi bilinmiyor

Sayfa sayısı yok · 2013

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CiltSpecial Issue: Tribute to Clive W. J. GrangerEric Ghysels

Special Issue: Tribute to Clive W. J. Granger

Eric Ghysels · Yayınevi bilinmiyor

110 sayfa · 2010

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CiltMulti-Period Forecasts of VolatilityEric Ghysels

Multi-Period Forecasts of Volatility

Eric Ghysels · Yayınevi bilinmiyor

22 sayfa · 2012

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Capital assets pricing modelFactor Analysis with Large Panels of Volatility ProxiesEric Ghysels

Factor Analysis with Large Panels of Volatility Proxies

Eric Ghysels · Yayınevi bilinmiyor

Sayfa sayısı yok · 2014

Capital assets pricing model

CiltA High Frequency Assesment of the ECB Securities Markets ProgrammeEric Ghysels, Julien Idier, Simone Manganelli, Olivier Vergote

A High Frequency Assesment of the ECB Securities Markets Programme

Eric Ghysels, Julien Idier, Simone Manganelli, Olivier Vergote · Yayınevi bilinmiyor

25 sayfa · 2013

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EconometricsDynamic Regression and Filtered Data SeriesEric Ghysels, Offer Lieberman, Université de Montréal. Centre de recherche et développement en économique

Dynamic Regression and Filtered Data Series

Eric Ghysels, Offer Lieberman, Université de Montréal. Centre de recherche et développement en économique · Montréal : Université de Montréal, Dép. de sciences économiques

22 sayfa · 1993

Econometrics

CiltIndirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH ModelsPatrick Gagliardini, Eric Ghysels, Mirco Rubin

Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models

Patrick Gagliardini, Eric Ghysels, Mirco Rubin · Yayınevi bilinmiyor

Sayfa sayısı yok · 2016

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CiltThe Risk-Return Relationship and Financial CrisesEric Ghysels

The Risk-Return Relationship and Financial Crises

Eric Ghysels · Yayınevi bilinmiyor

20 sayfa · 2016

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